Why won't my torrents download?

I'm new to the whole torrent thing so I'm not sure if I'm doing it right or what, but I downloaded BitComet...which is what I guess is used for actually downloading the torrents. I went to a site called torrentreactor.net and found the torrents I wanted. So I saved a torrent to my computer that had like 2,000 something seeders so I'm sure the torrent works. Then I used BitComent to open the torrent so I could download it but nothing happens and I've tried it with several different movies...there's this little red X beside the file name that says "System cannot find the path specified". What am I doing wrong?