Sure!
First here is the theory behind it:
Various websites host small files with the extension .torrent. For example www.animesuki.com This site will only host torrents for anime (and related live action) series that are not licensed. You can find PGSM here.
What you will need is a BitTorrent Client. There are tonnes to choose from and all have their pros and cons. At the moment I use µTorrent, which you can download here:
http://www.utorrent.com/Everyone has their favourite client. I would suggest trying a couple to see what you like better.
- Download and install your client of choice.
- Find the .torrent for what you want to download. In the case of PGSM, go to AnimeSuki, look under Anime -> Series -> S -> Sailor Moon - Live Action
- TV-Nihon is the fansub group that did the whole series. Click on the " Sailor Moon - Live Action 1" link that has TV-Nihon beside it. This brings you to a new page, find it again "Bishojo Senshi Sailor Moon 1", click on it again. (the files are hosted on a different server, hence the new page).
- Save the .torrent file somewhere. Open the .torrent file with your BitTorrent client. Tell the client where you want the file saved and then it starts downloading.
While you are downloading this particular file, you are also uploading it to other people who are downloading it. Once you have it downloaded completely it is best if you allow it to continue uploading for as long as you can. Usually at least until you've uploaded as much as you downloaded.
If you have any problems or questions, let me know!