Torrent sites let you download torrents (aren't I helpful?), which are like links to files on the BitTorrent file-sharing network. It's not as quick or reliable as direct downloads, but it can be awfully fast (100kB/s, say) when the moons are aligned correctly. I guess the main advantage is that you can download huge videos which Alex, understandably, doesn't want to have clogging up his servers.
(You'll need a BitTorrent client to use the torrent files. Try
www.bittorrent.com , or
www.zeropaid.com if you want to see all the options.