Here is all the info you need to get started spending ALOT of time downloading(DL) great LIVE shows!
Musts are BROADBAND internet connection and a disc burner.
Bittorrent: It is a little application(client) that you DL. Then you search bittorrent sites for bittorent links. You "right-click", "save as" on the link and put it to desktop. Then goto that file and open it. At this time, your bittorrent client will also open and prompt for a location to place the files you are going to DL. Once the DL is complete, the files will DL either in FLAC or Shn file format. You will need to convert those FLAC or Shn files to wav in order to burn them to disc. Burn away!
Below are all the links you need to DL what you need to get started. When in doubt? FAQ! Good Luck!