Shapopojoe
I'm sorry about your family, my condolences.
Have your ever heard of Bit Torrent? If not, it is a great (albeit, sometimes slow) way to download things.
Download and install a program entitled Bit Tornado below.
BitTornado
Then, download the torrent for the documentary below.
BitTornado
Open the downloaded torrent using Bit Tornado. It may take a bit but it'll go through.
As far as burning it goes, I'm not too knowledgeable in that area but I'm assuming that somebody in real life can help you and failing that, posting in the off-topic section should garner you some results.