I would suggest isorecorder, which is a free program to doanload and this will allow you to brun DVD's. Note that this program has no "Editing Features".
What this means is that you can take an ISO Image of a DVD and Burn it to physical DVD. For elementary purposes, this is all you need. If you want to be able to Edit, you'll need Editing software.
In addition, some other burning programs you may want to consider are:http://www.roxio.comhttp://www.nero.com
The first two are quite common and easy to use. Imgburn is free, but I'm not sure how useful it is, and I've only used it twice but it does the job.
As far as downloading, you can use programs such as Limewire or Bit Torrent, the second of which can be a bit confusing at first. Both of these are free. I imagine that you want to do this legally, in which case you should google "Download buy Purchase Movies" and think of some variations of that as there are so many programs, I have no preference of one versus the other.
Make certain you scrutinize these applications and or web sites as not all of them have your best interests in mind.