Thanks Ladoga, much appreciated.

Aegis rejects python-central, python-crypto and libgmp3. Open mode or inception probably required. Will try with latter.

Update: Ok, now installed. Libgmp3c2 must be incepted first, then python-central and python-crypto. Then 'apt-get install yle-dl' will do for the rest.

Have to learn to use the thing; yle-dl [url] --destdir [path] doesn't seem to be enough at least with the two broadcasts I tried.

Update2: Ok, silmä käteen, or how the usage says it:
yle-dl [url] --sublang fi --vfat --destdir [path to MyDocs]

Works fine!