You're talking, i would imagine, about downloading movies from the torrent sites.
Usually, folks post movies on these sites and they are around 800MB - 1GB in size.....depending on the speed of your internet connection, it could take quite a while.
When downloaded, any standard blank DVD would be suitable to put the movie onto, but you'd need the relevant DVD writing software as the film you download will probably be .avi file type - if you just put that onto a disk, it wouldn't play in a standard DVD player.
For downloading torrents, best bet is to google and read up on how it's done.
www.mininova.org is one site i use when downloading