It's called "torrent" downloading. Check out a program called "BitTorrent". Basically a P2P file sharing program, except you can send MASSIVE files like movies and games. It's faster, it's completely free, and not too many people are trying to prosecute for that yet..

I suggest a look. Then, try www.torrentspy.com, www.torrentbox.com, www.mininova.org, etc.