Torrents are a bit weird but easy once you figure it out.
I use UTorrent. Download it and it serves as the program to download the torrent itself.
Use either Isohunt or The Pirate Bay, both in the links above, to search for what you want. Click the download link and follow the commands. Wait for it to get to 100% and off you go, watch away.
I find it good for getting races the following day if I missed it live. Or downloading full TV series in one hit. You have it on your computer then too. Can burn it to DVD and also not have to watch it on the fly like Youtube. My computer isn't a fan of that, it gets a little hot and upset after a while.