Exactly what site are you trying to use? Devices that have OS 4.3+ can use YouTube. If the OS on your device is lower, you will not be able to play videos from YouTube. You could try blueapple.mobi instead.
Look for sites that offer .3gp files. With the blackberry browser you can only download 5mb files but with opera mini I have been able to download huge files. Opera mini gives you the option of saving the file onto an SD card! Hope this helps.