The file you find there is a ".torrent" file, something like a "file identification" file, it is very small. On the Bittorrent P2P network you need this to download the "real" file.
I use Azureus, a bit heavy on prozessor and memory because it uses Java, but very fast downloading. You can download Azureus at
http://azureus.sourceforge.net/.
You need to install both Azureus client and Java Runtime.
But you can use any other Bittorrent client if you wish to.
Maybe others have more experience with other clients.
Once you have client installed you load the ".torrent" file and then the client software looks on the network to download the "real" file (in this case the top gear episode) onto your PC. Once it is finished you have it on your PC.
This is a good way to share files, even if they are monstrously big. Maybe Sy could post the CDROMs this way. If not, I could do it. The problem is only of you have a volume restricted broadband access (or even analogue modem).