Burn to not get burned:

More and more companies are starting to understand the potential of renting their movies online. Making it possible for you to have a chance to actually download movies legally (for a price). But be warned. Having a movie collection you can recall with a click of the mouse is great, but it's also a space killer. Compared to the size of an average music file collection, movies take up way more megabytes. Your best bet is to keep it off your hard drive by burning the movie to a CD or DVD. If you're computer isn't equipped with an internal burner there are cheap external burners that would do the trick.