Hey TeddyWally

I've been recently testing a software called Moviebox. It's not that expensive as buying the DVD's. You're able to download and watch your favorite episodes at once. It's really easy to use and you can delete everything afterwards if you want to  
http://audials.com/en/how_to_record_stream_capture_music_videos_movies_from/start.html

I hope it will help you

1.) The Reichenbach Fall
2.) A Study in Pink
3.) A Scandal in Belgravia
4.) The Sign of Three
5.) The Great Game
6.) The Empty Hearse
7.) His Last Vow
8.) The Hounds of Baskerville
9.) The Blind Baker