Well. You can download them right here on this site.
First you need to install an ed2k client on your computer, then you click the ed2k links for the documentaries you want, and then you wait until the download is finished.
What is the ed2k network:
http://en.wikipedia.org/wiki/EDonkey_network
Recommended ed2k client (software): eMule.
Download, FAQ & Help here:
http://www.emule-project.net/
I recommend to read at least the "Beginners Guide" in the Help section on the site, because eMule needs to be set up properly for working fine.
EDIT: Come to think of it ... since down- & uploading copyrighted works (and I guess, the CBC documentaries are copyrighted) is illegal in most countries of the world, I would also recommend you not to post your real name here ...