pc will probably play the files but if you want to watch on a dvd player you must convert and burn them to video dvd - I use 'nero vision express' it's brilliant.
I also use Isohunt, and you will probably find that each episode is made up of lots of little files called .rar files.If this is the case, then your friend needs to download a program called WinRar, and then use it to extract the files.This will then create one large file which you should then be able to burn to DVD, or view using Windows Media Player.