Can you please let us know the following information:
1. Please go to C:\Program Files (x86)\Real\RealPlayer.
2. Right click on videodl and click Properties and then the Details tab.
Please provide us with the version number you see there.
Could you also provide us with a sample URL that you are trying to download?
Please note: All downloaded videos are stored in your PC's hard drive.By default, they get downloaded to the Videos folder. To transfer files to your thumb drive, you will need to use Windows folder and move files from your Videos folder to your thumb drive manually.