Bitorrent is good for films if you don't mind waiting. Download Bitorrent and use www.Torrentspy.com to search for movies, music, software etc. Rates are slow at first but then pick up if there are plenty of seeders.
Limewire is another good program to use, or if you use mIRC thats a good program to use but I wouldnt really recommend using this unless your slightly advanced in using computers.
Hope this helps mate .