That is bitTorrent.
uTorrent doesn't work for you because with torrents you have to wait for it to download.
1. Download the Torrent.
2. When it downloads double click it.
3. If you have uTorrent, uTorrent will open and will pop up with a window.
4. Select wherever you want to save it by clicking on the "..." button by the top bar, or let it save to default (either your desktop or downloads folder)
5. It will pop up in the "downloading" section of uTorrent.
6. Wait for it to be 100% completely downloaded.
7. When it is, double click it in uTorrent (or wherever it saved in)
8. Click Install.