Like Hookstrapped said, download and install uTorrent.
The torrent file is just a type of bookmark... uTorrent knows what to do with it.
When you click on the link, tell the browser to open with utorrent. This will start the program and give you full file info and ask you where you want to save it.
Once you're done downloading it, the link in the program will turn blue. that means you're only transmitting and that the download is complete. At that point, you need to hit the stop button or it will eat-up all your bandwidth. You can then delete the link in the downloader, the file is on your drive.