This program is somewhat like Kazaa in which you download from and upload to other people. The site that your getting the file at also starts you off with some of the download.
Once you download this program you can look for sites that support Bit Torrent. To download Bit Torrent files right click the link and go to "save as." When you open up one of these files it will automatically open Bit Torrent.
Official Bit Torrent download site (supports Windows and Mac OS):
Modified version with more features (supports windows):
Sites that support Bit Torrent:
http://wiki.etree.org/index.php?page=BitTorrentDownloads - Has many links to other sites with Bit Torrent files.
http://www.wpp-fansubs.com - A goup that makes subtitles for Japanese cartoons including Sonic X