You can download it as a direct download from *knoppix.com/ . If you want to use torrents, go *torrent.unix-ag.uni-kl.de/ and whatever torrent you want, click the DL next to it.
A .torrent file is just a small file that describes how to download the main file. You need a software called uTorrent to read the .torrent file. So get it from
www.utorrent.com and run it.
Then double click your .torrent file, wherever you saved it, and you'll get a window in utorrent asking where to save the file. Give a location, where there is enough space, and press ok to start downloading. For more information check
www.utorrent.com/guides.php
If you are new to torrents read the guides there.
And after you download the ISO file, you need to write it to a CD/DVD. Use nero, there should be an option to write the backup image. Use that to write it. Dont write it as a normal CD/DVD.