How to install music on Windows Movie Maker?

So I want to add some music to my video and it says that I have to download it either from my computer or iPhone but I don't have this certain song on either of them. I'm wondering if it's possible to somehow download it from Youtube or just copy-paste-style send each song to video or must I load to my computer first? I'm making a video about G. Verdi and I want to add some of his music which is only on Youtube. Is it possible in any way?

To convert YouTube videos to Windows Media Player go to:
video2mp3.net

Step 1: go to the youtube video
Step 2:copy the link in the url bar of the youtube video
Step 3:Go to video2mp3.com
Step 4:Paste url to the middle bar and press "Convert"
Step 5:After Itis converted download the file. After its downloaded it should start playing automatically.

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