Torrents are a method of downloading files to your PC. Whereas a normal download would download a file in its entirety (i.e. in one chunk) to your PC from another computer, a torrent download would download the file to your PC in a number of chunks from a number of other computers.
Torrent downloads are often (but not always) used for illegal downloads (music, films, etc) - the torrent infrastructure is designed in a similar way to a terrorist cell structure - you find someone who has one chunk of the file, and then ask them if they know anyone else who has the other chunks, and so on ... you then download the chunks, and as payment, agree to onwardly distribute the chunks you have received. That way, it's difficult to prove that any individual has downloaded or uploaded an entire file.
Having said that, I think it's unlikely that downloading old radio programs is a problem - even if it is theoretically illegal, in practice it's probably not worth worrying about (the letter of the law as opposed to the spirit of the law).
If you're happy to continue, then use Google to find a "torrent download client", install it and continue.
I personally use utorrent (legally), but there are many to choose from.