Netflix doesn't offer an offline service yet, but they will propably do at the end of the year (don't have any proof for that, I was reading it somewhere ). So if you don't want to switch to amazon or itunes, you could try like you already suggested a 3rd party software. I have recently been testing a few different software applications that can capture online video streams and I am truly impressed with the audials moviebox. You can save all desired films and series almost overnight with a simple click on an autoplay function! No matter if it is netflix or other streaming sites... That is really great ! And also the whole thing is legal since you are only recording what is streaming on your computer, as long as you keep using it for your own purpose. You need a tool like this: http://audials.com/en/how_to_record_stream_capture_music_videos_movies_from/netflix.html
So I hope I could help you a little, have fun with Sherlock, as a true fan you will really enjoy the 3rd season  

Hey Guys  

I'm new here and i would love to discuss with you guys! I just started watching Sherlock and i can't stop. Unfortunately i'll be on vacation for 4 weeks without any chance to keep watching. Apart from that i would love to assemble a few seasons on my laptop, because i'm afraid Netflix could kick it out someday. Does anybody have some suggestions for me??

Thanks guys

Well maybe someone just gave it to him? It doesn't mean that he bought it himself