Haha, great thread Sky. I'm in the exact same situation. I've seen season's 1,2, and 5, but not 3 and 4. I think I have season 3's torrent downloaded, but I have no idea how to get it from the format on my computer to a DVD.
What I did (I may have been wrong) was download BitComet. Once I had that, I went to Isohunt and searched what I wanted ("24 + season 3 or something). Then I clicked the one I wanted and it started downloading immediately in the BitComet thing I had just downloaded (which is like a Limewire/Kazaa type of thing).