How do you Download, Save, and Watch movies on your Playstation 3 gaming device?

I have a Playstation 3 console that currently has a working internet connection. I have Netflix and watch it all the time, but I prefer newer movies- in particular ones that haven't yet been released on DVD (bootlegs). If anyone knows how to actually Download, Save, and Watch movies like this on the PS3 itself, please help me! Even if you only know a good website to just watch unreleased DVDs on that is compatible with a Playstation 3 browser please let me know, thanks.