How does that work? All I get is a 5Kb file. Do I need some other software to download it?
Yes, you will get a 5kb or thereabouts '.torrent' file. This is a file which essentially points to lots of other files (the combination of which is the programme you seek) and is readable by a bit torrent client, of which there are many (some have been mentioned on this thread already).
On the Mac, I use
Transmission, on Windows I'd use
uTorrent. Both are freebies.
Open up the .torrent file with your client of preference, and it'll construct the programme for you. Usually, the end result is a single .avi file which you can play on your computer with most media players (I use
VLC, which handles anything you throw at it).
Occasionally the .avi files come packed and you might need a .rar extractor (one
here for the Mac, one
here for Windows) to unpack them, but the end result should be a single .avi file.
These days most DVD players seem to play DivX / XViD .avi files, so burning them to a DVD means you can watch them directly on your TV.
The above may sound like a bit of a hassle, but once you have the software installed and you've done it once or twice it becomes a doddle. For popular programmes, like the Ross Kemp one pleasingly seems to be, you can get incredibly fast downloads (the more people sharing, the faster it gets). The end result is also usually very watchable on a full size telly and much better quality than YouTube.