Hummm...
 

Ok so Im new. Hello. Not sure how this all works but want to try giving it a go.

Is the first step downloading the software? And what would be the minimum speed connection I would need to download movies?

Download speeds depend on (a) your real internet speed connection, and (b) the speeds available from your download sources.

You can only download as fast as others have available to upload to you & have available for you to access. For a particular file a person is sharing, they may have several people sharing it ... thus the speeds get divided. This might only be small. So ... the best advice is to try to get as many sources to download from as possible. All will hopefully add up to an acceptable download speed.

Some other tips:
Movie download issues (click on blue link)

How to find music

Beware of Fake files in search results

Problems with the search, ____ Hostiles List