From the looks of it, you cannot download movies from tmdmoviez.com. You will need to install an IRC client and go to their IRC channel to download the movies. For info, go to
http://www.tmdmoviez.com/help.html and look up Downloading with Regular mIRC.
IRC, kazaa, bearshare, shareaza, bittorrent, are all ok, but not totally anonymous. The easiest way to get stuff in my opinion would be bittorrent and going to a site like torrentspy.com. Nowadays, I get all my movies and tv shows off the newsgroups. There are no spies from the movie or music companies watching what you are downloading. Bittorrent was awesome in the early days, but the companies caught on and sites like suprnova, btefnet all started shutting down. With newsgroups, it is harder finding the older stuff unless someone recently uploaded it, but all the new shows and movies are usually there. My ISP offers unlimited newsgroup downloads, so it's basically a direct connection to the ISP servers and downloading at full speed of the line. If you have access to the newsgroups, download GrabIt from shemes.com and go to newzbin.com to lookup the new postings in the various groups.