If youre going to illegally download stuff, please do it right so that you dont get caught. Dont use services like Kazaa or Limewire to get your goods. Theyre filled with junk and can get you found out and sued by the copyright owners.

If you are going to download music, games, software, movies, anything, use these simple steps.
Get Peerguardian 2. Peerguardian blocks known government and anti-p2p groups. This keeps them from connecting to you via the tracker and knowing you are downloading. That means it will be a lot harder for them to nail you for downloading..
Get a torrent program. I suggest either utorrent utorrent or Azureus. I usually dont search for the actual files I need using these programs, just use them to download.
Search for your torrent. I use The Pirate Bay and Mininova. Both still allow US visitors, and I can usually find what I need. There are also private trackers, but dont worry about those for now. Once you get the hang of downloading, you can get join a private tracker
Make sure that Peerguardian is running while your torrent program is downloading. Otherwise you could get caught
Optional: Have your torrent program encrypt the data. This means that your ISP wont detect that you are using the bittorrent protocol, which means it makes it harder for them to throttle your bandwidth just for bittorrent. You can find some good guides on TorrentFreak on how to encrypt

Be happy. You got your files and didnt get caught. If you want optimization tips and tons more, check out TorrentFreak. And still scan everything for viruses before you use it.

Enjoy!!