I am assuming that you downloaded a .torrent file? Not a .iso file. If you are new to bittorrent you might try a program names Azureus. It is a java-based bittorrent client and it makes the whole process a snap.
Essentially, you get the .torrent file and it tells the bittorrent client what file to begin downloading and sharing. So as you download information you are also uploading at the same time to others. Now rather than everyone hammering an FTP server everyone is downloading from one another so the load is more balanced.