Uhm... quickly to answer your questions before it gets locked:
Divx is a certain compression scheme... the files are usually .avi's. Actually, I think all of them are. If you are on a broadband (you'll have trouble dling even with cable modem or DSL), you should be able to dl them. Most people get them through IRC I think. Luckily, I'm at school, so I can get them off the network or off my friends from other schools. You use Windows Media Player usually to watch it. Of course you need to have the DIVX codec installed. Quality is pretty damn good in terms of size/quality ratio. Good luck finding servers...