Have you downloaded torrents before?
The reason I ask is because you need to save the torrent file to disk, then open it, and the program needed to open it is not realplayer.
You'll need a torrent client like uTorrent:
http://www.utorrent.com/download.phpOnce you install uTorrent, torrent files will be associated with this program, and it will load the shows you want, and download without too much hassle.
You might need a little extra help to open ports, so come back when you're ready.

Oh... and we have proper guides:
http://www.mindwarppavilion.org/smf/index.php?board=35.0Cheers, and Welcome.
