I've been told and I've seen, torrent sites has everything! Games, Movies, Softwares etc

I wanna download some games and programs , but I don't know how to download on the torrent sites.

I downloaded the uTorrent software but then I get stuck when I have to change some settings and parameters...there's a part where I have to choose a country and "South Africa" is not on the list there.

Does anyone know how to download from torrent sites in South Africa?

Thanks.