It's a torrent file. So first you download a program that enables you to download torrent files. For instance
http://www.bittorrent.com/or if you use a mac
http://www.transmissionbt.com/When you've downloaded and installed a torrent program you can go to eztv (or anywhere else you find torrent files) and download them. When you've downloaded the file you open them in the torrent program and your movie, song, or document will be downloaded to your computer.
Pillars of the Earth took a couple of hours to download for me, but it depends on you internet. But believe me, it's good quality.
Another good thing about torrent downloading is that you can switch off your computer and continue the download later if you so wish. For instance I currently download Band of Brothers (the whole series in very good quality) which is a couple of gigabytes, so it takes some time. Luckily I don't need to have my computer running all the time (since I use torrent), and if I need to free my internet for some work I can just choose to continue the download some other time.
Did it help?
Also, on a side note; if you want to watch some sort of tv-series online stream you can see if you can find it here
http://www.watch-boston-legal-online.com/Watch-TV-Shows-Online.html I've seen Boston Legal here with very good stream quality.