KaZaA is a 1.5MB program that works on the surface much like Napster. Like Napster, you log in and search for a file name. Unlike Napster, however, you are able to search for ANY file, not just music files. The benefits are mainly for broadband users, as the movies are quite large and take too long (usually) on a 56k line.
Also, unlike Napster, it is much more difficult to shut down. Napster works through a server, where your computer sends a list of its music files, and Napster keeps track of that while you are signed on (to make searching for files quicker). KaZaA works by sending the query to each individual user. It takes a bit longer to search, though not much longer at all (at the max, a minute).
Another nice option of KaZaA is Theatre. Theatre is a screen where you can view movies as they're downloading, or one once it is completed. As Devon_Hart nicely pointed out, Theatre is a Windows Media Player plugin.
Every file that you download goes to a "My Shared Folder." The files that are in this folder are also the ones that you share with the rest of the KaZaA community. Of course, if don't want to share the files, you can move them out of the "My Shared Folder" folder.
Download KaZaA at: www.kazaa.com