Tony - having saved the Torrent detals you then need to run file transfer software to actually transfer the files. I use 'Bit Torrent', which is available on the net as freeware.
The Miles set is 12CDs and about 3.5GByte in size so it takes a wee while, to say the least. The files are transferred in 'Shorten' compressed format so you will then need some software to decompress to 'wav' format to transfer to CD. I've found the 'mkw Audio Compression Toolkit' does the job nicely as it allows drag and drop instead of nasty DOS command lines.
All in all a real pain ( ) but the music is truly worth it in the end. The Duffy's Tavern CDs (first 2 in this set) are truly amazing stuff, really lo-fi but quite fascinating.
Some good cover art to run off on the printer too, making this collection something of a 'DIY Mosaic'.