there are many sites to download the dragon ball z episode
for download in avi format you can search for dragon ball z episodes in www.filestube.com
From this site you can direct download the episode of your favorite TV serial Dragon ball z.
If you want to download the episode from in the torrent form then you can download the episode from the torrentz.com
If you need to download them, you can download using real player.
You can download real player from this website: WWW.real.com/realplayer.
Hope this answer helps.