Instructions
Use your controller to scroll through the home screen until you get to the PlayStation Store icon.
Press the "X" button to access the store. Go to the "TV Shows" icon and then press the "X" button.
Choose the TV show that you want to download and then press "X" to download the show.
Wait for the show to download to your PS3. The completion time will depend on the size of the show.
Go to the "Video" icon on the PS3 home screen and click on the "TV Shows" icon to play the show.