If you're not into downloading Torrent files (via
www.finalgear.com) you can download the actual video files from
http://www.surfthechannel.com/show/61025.html (though doing it that way is more cumbersome, as you can't set them and walk away).
For torrent files,
www.utorrent.com is one of the best downloader programs out there.
Either way, finalgear or the surfthechannel websites will allow you to download all episodes of the 12 seasons.