You could probably download the torrent. First you need uTorrent. This is totally worth it! Go here:
http://www.utorrent.com/downloads
Then find a torrent. You can do it on any search engine by typing in the name of the show/episode and adding "torrent," or you could go to a site that provides torrents. The one I use it The Pirate Bay: http://thepiratebay.org/
It has a lot of things. Download that, and then right click and click "Open with -> uTorrent." It'll download from there. If it doesn't it might not have any seeds. That's the place that it downloads from. Try downloading another torrent from The Pirate Bay if that happens.