Grab a program called utorrent. That is a program that downloads torrent files. Then go to sites like Demonoid.com, Mininova.com, Bitenova.com, Torrentspy.com, fulldls.com, snarf-it.org, etc etc.
On them sites are torrents (movies, music, programs), find the ones you are after and press download and utorrent will open them up and start downloading them.
I use BitComet myself but "torrents" in general are great for downloading pretty much anything. I also recommend downloading and Installing PeerGuardian (http://phoenixlabs.org/pg2/). Is a little program that blocks ur Ip from unwanted "eyes", specially if u r d-loading movies, games, software and music.
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"A lie, Mr. Mulder, is most convincingly hidden between two truths." Deep Throat.