I think you'll find that anyone stupid enough to reply to you with regard to the software that you will require may find themselves temporarily banned from here.
It is illegal to copy pre-recorded films or software of any description in this country Gina.
A bit of a sweeping statement Wolfeymole as you dont know what films gina32 is talking about and whether they are copyright or not.
On the assumption that youre not doing anything illegal, do a google search for Bittorrent sites, there's loads of them. How you burn them to dvd depends on what computer youre running etc etc.
This is surely the easiest way to download music/movies that I've ever seen .
Straight to the point, no annoying ads or popup...I love it! Check it out yourself http://www.kazaa-platinum.com