Well, you can't really download them. You can watch-on-demand in the UK through Channel 4's OD service online for free (not available in Ireland) just like the BBC iPlayer as well with the BBC's programmes.
But even if you were in the UK, you can't download them - if you could, DVD release would be pointless and would falter dramatically. You can however watch-on-demand for free.
That's what I know, but I could be wrong.
(can you believe it's been almost a year since Michael Jackson died? Damn.. time really does fly)