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Switching between apps..

Hi, I have been looking for a forum as good as this since I got my Surface last week.My question is, I downloaded via the youtube downloader, some music videos I enjoy listenig to while I sort my e-mail , web site etc .However , once I begin to upload my IE search engine, my videos go off.
Sure if I use youtube online no problem, it's just a problem with downloaded material once I go on line .
I am, I know, missing a trick here...
Thanks in anticipation ,