For several years, YouTube videos has only streamed videos with a resolution higher than 720p in adaptive mode (called ADP in VDH). VDH handles this with the help of an external application we call converter, and once installed, this is transparent to you.
In the case of
http://www.youtube.com/watch?v=4HalbYwEHzw, the video is not only in ADP, but each audio and video part is streamed in DASH mode (small chunks to be reassembled).
VDH 6.1.1 does not support this, but VDH 6.2.0 will. If you want, you can install now the 6.2.0b5 development version from
https://addons.mozilla.org/en-US/firefox/addon/video-downloadhelper/versions/ , you will then see an entry as
DASH streaming - ADP - 1920x1080 - 41:42 - MP4 . If you download it, you will end up with a single audio+video file that you will be able to play.