Download utorrent: http://www.utorrent.com/

It is pretty easy to setup the only thing that I don't think a lot of people know is that you should have your ports change on each startup so select "Randomize Port on Startup" when you have the client running.

In my opinion, the best sites for torrents are Demonoid.com ( http://www.demonoid.com/files/) or PirateBay.org (http://thepiratebay.org/).

I think that Demonoid has an invite-only system setup and, if that is true, just PM me and I can send you one. It is a smaller site but still has incredible selection and, being small, it is better moderated so you won't have any fake or trojan torrents. There is also no pr0n on Demonoid so that keeps out the crazies and a lot of the scumware.

PirateBay is the big big one that the whole planet uses so anything and everything is there but be careful what you download, always read the comments about the torrent before you decide to download. I once downloaded a Sigur Ros album and it was instead a L'il Wayne album (I actually liked it a lot!) but I have heard of all sorts of crap being disguised as popular movies or albums in order to get people to download something illicit or harmful to your computer.

On any and all torrent sites, check how many seeders are on a torrent before you download. If there is a super-popular album and only one seeder, it is probably some sort of fake torrent. Surf the sites a bit and check out who are the more reputable uploaders/seeders and download from them exclusively.

If you are not already using Firefox, use Firefox for any and all torrent sites that you visit as it is much safer than Explorer.