Videos Not Downloading as MP4 File??

Recently last week for some reason, my youtube videos are being downloaded as "Save as File Type - All Files" and not as an MP4 extension. Using the drop down option for the save as file type and there are no other options except for "All Files". So now when I try to play back the video, it wont play automatically and I have to select which program I want to use to open/play it as it is not recognized. Again this is just recently it started doing this. Is there something I've done to my computer to create this change?? Or why the viedeos aren't being downloaded with an MP4 extension?? Thanks for your help!