If your playing on a PC then check out software called Fraps
One can download this software off of many websites. Go Software's official website lets users download the software and also provides a manual on how to use it.
You need to download redsn0w which lets you jailbreak on 5.0.1 software.
You could check the channels website for whatever channel the show comes on or you may have to download software to download it
No, I have not seen one for free, and I have looked because I needed one. But there are some you can pay for and download. http://www.recovermyfiles.com/
If you bought the NXT legitamilty it should have come with a disk, if the software is out of date, you can download many patches and possibly even the entire software package at the related link.
well i record my lets plays (emulated games for this answer console games i will get round to) using the bb flashback freeware screen recorder and a no$gba emu (plays gba and ds games) you can read online guides on how to download and install them. console games you have to use a capture card (unless you have a high spec computer) i use dazzle which is great (you can also use dvd r recorders but there VERY TEDIOUS) you can get capture cards for around 50£ hope it helps :)
jailbreaking is allowing open software development on any electronic device, basicly it lets you download whatever you want from whoever you want.
SoundCloud is a free service that lets you upload, record, promote and share your sounds. Upload your music to the world's largest community of musicians, podcasters and creatives.
in youtube
I usually download videos from youtube. I found an article on the following blog. There is a software which lets us download videos from more than 50 youtube alike video sharing sites. I use this software and is pretty user friendly. It lets you download videos directly to windows. Here is that article - http://techcram.blogspot.com/2008/12/download-videos-from-any-website.html
application software
You can't with iTunes but you can download a software called iDump which lets you transfer music from your iPod to iTunes.