Aquaint yourself with the concept of bittorrents (do a search) download a bittorrent client. Then go to mininova.org there you will find what you are looking for. Of course you wouldn't download copyright material but there are plenty of other "goodies"
Caution with the software, virus and mean and nasty things are caught in places nice guys shouldn't go.
"Enjoy what the Net can give, knowledge is freedom"
It's called Warez and again it's illegal and breaches copyright. Any tv/film/software/music/document you download from Mininova or any peer to peer or direct download site is illegal.