If they are ed2k links you need either eMule or eDonkey to download them. To start downloading you have to be connected to a server.
For the people who have problems with codecs, ffdshow+ac3 filter(+xvid codec) or go for vlcplayer
http://www.videolan.org/vlc/http://www.videolan.org/vlc/
One more to consider is bittorrent clients.
Suprnova.org has a lot of stuff including Priest's Blonde Myth and Another Blonde Myth, Coleman's Unbelievable and a lot of the latest movies.