If you don't have winrar on your PC get a free version from this site. Use the search method and type winrar download, then look through the posts for a download link.
If you have winrar then just download, from the link, the episode you want and save it to your desktop, or somewhere else that you can find it quickly. Then double click it. When winrar opens choose extract, from the menu at the top of the window, and extract it to your desktop or the VIDEO folder on the root of your MS.