Here you go. I'll show the best for me way to download games movies music and softs...
Go and look at this video, epxlains everything.

Website is BitComet
This is the best website I know, with whole bunch of torrents - Torrent Scan. But before I found it, I was using Mininova
Type in seach box what you want to download and there will be list of torrents...
Always look at number of seeds - people who already downloaded this file and sharing it. More seeds, more speed you get... (less time to wait). Leechers - people who downloading it right now. I'm not sure what health of file means... Probably ratio of Seeds/Leechers. Also look at coments, they usually very helpfull!

Enjoy.