How do you open torrent files?

i have downloaded fotball manager 2009 from pirate bay but when i try and open it it says windows cannot open this file windows needs to know what program you want to use to open this file do i have to download something or what file should i select manually? thanks
Update: ah have found out what the problem is the speed settings are at 0 what should they be at
Update 2: have downloaded utorrent and it has opened the files and started downloading them but they havent shown any progress is something wrong
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