Most people know about downloading media from peer to peer networks so I won't go into too much detail. There are the usual issues of "should I be downloading copyrighted material?". "am I sure that I am taking the right steps to ensure that I don't catch any nasty viruses?". As this is a blog about me learning Mandarin Chinese I will let you deal with those issues.
Firstly you will soon realise that there are a lot of Chinese users online that have no qualms about copyright issues. As there are a lot of Chinese users online you can bet that there is a lot of Chinese media online too. You can download and watch Chinese media without sub_titles, with sub_titles, with English sub_titles or even English media with Chinese sub_titles (sounds crazy but great reading practice).
The easiest way to find things the Emule network that I have found is at the verycd site. For example a link to the Water Margin series (Chinese). It is probably best to understand the software first if you have never used it before. Also remember the links you may find are not direct downloads they just connect you to the users currently sharing a particular file. I can take a long time to complete a download.
Hope you can find something useful...mandarin emule mandarin student chinese