To protect your privacy:
Either use a VPN (Virtual Private Network), which encrypts the connection (such as the Private Internet Access VPN), or subscribe to either thundercloud.io or Bitport. Download services such as these provide protection for downloading of specific files only, and are typically off-shore services which perform the P2P on their end, allowing you to simply download the files directly. When downloading from these, connection is encrypted via the SSL protocol. If a lifetime plan is offered, there may be a super deal available (specifically, thundercloud.io), make sure to check that out, first and foremost.
Your best bet for overall privacy is probably getting the above-mentioned VPN...
For privacy reasons, choose a larger plan on Bitport and keep all of your movies on there, so no files linger on your own PC... :)