Well if you're talking about downloading the files here's how I got the first one (though please note that this site is a real pain when you try and download anything).
You will more than likely need something like a download accelerator, they have one for downloading at the site called DAP or something similar.
Hmm it might be easier if I posted a few pics to help with this, might I also add that I updated my version of the program as soon as I got it.
Picture one (after you have the download software) you have to tell it to add a new download, you should get a url box as shown in picture two.
You now have to get the direct download URL, you'll have to go to
www.klozz.com and goto the movies section and find a movie that you want to download. We'll use Alien from the Darkness as an example.
Right click on the number 1 next to 'philes:' and click properties, you should get a popup like picture three. Now you'll want to get the URL which in this case (for file one) is
http://www.ratu.brturbo.com/z3n/AlienFromTheDarkness1of5.rm
You simply enter that into the box shown in picture two and you should get picture four.
Simply hit "Start download" and it will begin, it might not work everytime though.