Normaly there are 2 ways to download from Torrent Links.
1. You can open the Torrent Link directly with your Torrent Software. Personally i use Vuze http://www.vuze.com/app as my Torrent Software.
2. You download the Torrent and then open it with your Torrent Software.
So much for the Basics.
Do you always get that Error Message if you try do download from a Torrent Link, or is it just a specific Link?
2 Common Errors:
Your Firewall, Router blocks specific Ports your Torrent Software needs.
The Torrent Link you try to use, is corrupted.
However Rbz is right without knowing the Error Message we can`t realy help you.