How do I download a torrent?

After I download a torrent it says I need to open it with something how exactly do I do that?

Use BitTorrent or so

download it and it will download w/e is in the torrents?

Get bit torrent or utorrent like he said and when you download a torrent file it will open and handle it. Or you can save the torrent and open whenever. I'd use a proxy or a program like peer guardian with it as well if you're going to be downloading much.