my friend advised me this:
YOu can download from torrentz or some other sites. I hope you have heard about torrentz. You can download it free from there. I find most of the books, cds, movies etc there.
http://torrentz.com
Even I use torrentz most of the time. You just have to click on one of the links (these many links indicate that this particular thing is available on those many sites).
Once you click on one of them there will be a link to download the material.
After clicking that it will install a s/w (either azerius or utorrentz or something else) on your machine and with that download will start. Since this is your first time you will be using torrentz so the s/w has to be installed.
The good thing about torrentz is that even if you shutdown your machine or if network is gone download wont be affected and next time whenever connection is there it will start the download from the stopped point again. In task bar it will show you the status.
Another things is that its point-to-point so actually you (called as 'leech') are not downloading from some website but from some other user's machine (called as 'seed'). So, that means once your download is done you will become 'seed' for some other 'leech'es.
Make sure there are at least 1 'seed' for the link before you start downloading. If there is no 'seed's that means nobody is giving it for sharing.