Please be detailed. Thank you.
Let's (for the sake of acting like law-abiding citizens) not admit we're downloading movies right from the start ;) Depending on your location, downloading movies may be illegal. However, some movies actually are legal to download, such as The Tunnel.
First, you probably want to use a BitTorrent client. This makes it way easier to find..ehem...content online via torrent search engines. Emule is a P2P client which relies on other users & a built-in search feature which isn't so good. So I suggest either BitTorrent (Windows), uTorrent (Linux, Mac & Windows) or Deluge (Linux, Mac & Windows). Be sure to enable encryption and port randomization in your BitTorrent client (if it supports it).
Once you have a BitTorrent client I recommend that you get an IP Blocker, since downloading movies may be illegal. More on how IP Blockers protect your freedoms here. I suggest installing either Peerblock (Windows) or MoBloquer (FLOSS). Reguardless of which IP Blocker you chose, make sure you update it. If you chose MoBloquer enable Level 1, 2 and 3 lists. Peerblock should chose these for you by default. See iBlockList for more lists. For maximum security, install a VPN as well, which spoofs your IP Address.
Now find a BitTorrent site, such as The Pirate Bay, ExtraTorrent and Torrent Butler. See here for a nice list of popular BitTorrent sites. Now simply search the site until you've found what you want, check the comments to see if it is reported as malware or fake. Try to find a torrent with lots of "seeds" and fewer "leaches". A seeder is someone you download from, the more of them the faster you download. More on how P2P works here.
On a side note, if after you enable an IP Blocker certain websites or applications are rendered unusable, add an exception in the IP Blocker. They may block Facebook, Yahoo, etc. therefor instant messenger clients will fail. You should also always scan the file once it completes, I prefer VirusTotal which uses multiple engines. If it finds malware, first determine whether it's malware or a false positive (by searching), if it ends up being malware please report it from where you downloaded the torrent! Questions?
Thanks for this incredible detailed answer, Jeffery!