as for torrents, no they are not illegal, tis only illegal if the content your downloading is illegal.
Blizzard (aka makers of world of warcraft (the biggest multiplayer role play game in the world for those who dont know)) use torrents to distribute their updates
Basically, a torrent is a way to distribute large files (like high-quality concert recordings and video) in a shared manner. The person offering up the torrent, we'll use Amy in this example because she just offered the video, creates a torrent file and posts the link to it on a public tracker site. Other people who are interested in it download the torrent file and open it with special torrent software (more on that later) which starts to download chunks of the file from Amy. As people sucessfully download chunks of the file, they start sharing those chunks with other people trying to download the same file from Amy.
So, if there are 10 chunks to the file, I might get chunks 1, 5, and 7 from Amy directly. But if Jeff starts downloading too, then I'd get chunks 2 and 3 from him and give him my chunks 5 and 7. Brian might also be downloading and I'd get 4 and 8 from him and give him 1 and 5. Eventually we all get all the chunks from someone participating in the torrent. Then we keep our software running so that people who came to the game later can download more chunks from us, especially if we have a good network connection (not everyone does this, but it's very kind to do, so do it if you can).
Doing it distributed like this reduces the demand on Amy's computer and connection (because all of us aren't downloading the whole thing from her directly). And because it's all in chunks, you can stop downloading if you have to use your net connection for something else and start up again later, and the software knows what you still need.
There are a lot of different tracker sites. Amy set up her own at one point for some BNL stuff. Other's can be limited access or invitation only because of potential legal issues.
A good one to get would be BitLord, or Bit Comet.
good luck and have fun