Go to itunes and on the left you'll see "music store"
Click on music store and you'll go to a menu w/TV shows (new) on the left-hand side.
You can purchase an episode for $2.00 each or the entire season for $43.00
My son downloads them to his laptop...he says it takes about 15 minutes per episode to download. He uses an S-Video cable and audio cables to connect from his laptop to my receiver and, voila!
I tried to discourage him as I was sure the quality of the download on my 50" flat screen would be terrible - it was not.
I would have waited until September but my son goes back to college in August and didn't want to wait. I gave him the "jones" for "24", he is trying to interest me in "Lost".
That's all Apple/ Mac stuff... I've got a PC. Damn.