Hey Jimmy...
What you need to do is download a "Torrent Downloader" I use Bit tornado..
http://bittornado.com/
There you can save the file to where ever you want and Bit torndao will open up and do the rest itself...Then after it is complete you will be able to do whatever you want. Now if you are downloading audio.. Well thats a whole different ball game.. PM me if you need help with that..
O BTW if you close it out or shut down your comp... Once you'v restarted you need to click on the file you donwloaded from the site and it will open back up. Hope this helped some.
Bye