You can download them from iTunes for a fee - MP3 songs on iTunes Music store cost 99¢ each, full television episodes and music videos cost $1.99 each while full length movies cost $9.99 or $14.99 if you download the movie from the Internet during their first week of release. Movie trailers in QuickTime are free.
And when you download movies from iTunes, you get near DVD-quality, 640-by-480-pixel video perfect for watching on your computer or the iPod.
Remember that you cannot burn video content purchased from the iTunes Store to DVD directly but you can easily transfer them to the iPod or watch on your TV using Apple TV.
And if you have a slow Internet connection (128 Kbps or less) and are trying to play a song preview in the iTunes Store, the preview may not play smoothly. Choose Edit > Preferences, click Store, and select "Load complete preview before playing."
Want to download songs and movies from iTunes for free ? Now you can. All you need is Apple iTunes and a download manager like FlashGet, GetRight - No credit card, Apple ID or AOL screenname required.
The following trick will allow you to download full length episodes of Spiderman, The Office, Star Trek, Desperate Housewives or any other TV show for free. Using the same trick, you can also download music videos, audibooks, short films and movies from iTunes for free.
Update: This was only an April 1 prank and is therefore taken offline. You can however learn to save music from iTunes radio.