Download ffmpeg from
http://ffmpeg.zeranoe.com/builds/
It's a command line program so the really easy way to use it, is to COPY cmd from your Windows\System32 folder to the same folder where you've installed ffmpeg. You can then just double-click the cmd file to launch a command prompt window and then paste the command into it and hit Enter. The file should then start downloading into the same folder. If you need to stop the download at any time you can use Ctl+C to cancel it.
That's it really.