Well, depending on what shows you watch, I'm unsure where you can find the programs you're wanting.
However, I do know how to download onto your mac... Try to keep up.
Open the stream address using Safari (for practice, just open youtube.com for now).
Under "window" in your Safari toolbar, select activity.
Double click on the largest file (probably the one that is still uploading).
This will put it on your desktop, and if you're using VLC, then you shouldn't have problems open it.
There are a lot of instructional videos for this if you're a visual learner, or if something doesn't turn up quite right.
Best of luck,
-Daisy