I use azureus for downloading torrents and nero for converting and burning. I find nero easier to use and it can burn every format.
If you have quite fast broadband and fancy getting exactly what you are looking for, and decent quality - try using newsgroups to download binaries.
I use a program called Grabbit available on a free download off tinternet. shemes.com. Its a little more complicated but there is a forum to ask questions and get advice. It will download as quick as your broadband will allow. Great for running over night.