To download the torrent you need a client like Bit Torrent 6.02.
Download and install torrent client. No need to start the program it will do it by itself later.
Click on the show you want.
Click on the 'get a torrent for this show' link
Click on 'Download this torrent'
A window will open that says Add New Torrent - select an appropriate place to save the show and click OK
It will slowly start to download and get faster as the client finds more and more folks sharing the file.
It takes a while to download - maybe a few hours - maybe faster.
Download, install and play the .avi file on VLC Media Player.
http://www.videolan.org/vlc/
VLC is a great free media player.
Once the torrent is finished, you MAY want to right click on the file in the torrent client and select delete the torrent. Otherwise, you will share the show with others and it tends to slow down your internet browsing. Then close the client, it will show as an icon in the tool bar.