How do I transfer purchased TV shows to my MacBook?

I have a Generation 1 AppleTV (I "upgraded" to Gen 2, but guess what?  I live in Canada, and for some reason....not allowed to download tv shows with Gen 2!!!).  So I don't think I'm "allowed" to Home Share, either (with Gen 1).
I am going to lose my mind 3 years after buying AppleTV.  I have been a Mac user (exclusively) since 1989, but working with AppleTV reminds me of DOS of the old days!!
All I want to flippin' do is to buy TV shows on AppleTV and back them up on my computer (once I do that, I simply transfer them to an external drive, thus having them for the future). 
Sometimes it works, sometimes it doesn't.
For instance, I bought the first season of "West Wing." Watched it, and now I want to remove it from AppleTV to save space (this is another issue).  Rather than delete it, I need to copy it to my MacBook. Simle enough, right?  Pfft! The unbelievable thing is that all these "phantom" tv episodes show up in THREE different places, while it says it's backing up.  AND for some other reason???   I sometimes have multiple copies of the same episodes (presuably HD and non, but yet, I have 3 copies of one!).
Something different shows up under "Devices/AppleTV/TV Shows" from "Devices/AppleTV/Settings across the Ribbon bar" and Library/TVShows.
I have no idea what is syncing (it takes forever each episode, and sometime it downloads and sometimes it doesn't.)
Does anyone know what I'm talking about, or am I insane?  All I want is for some straight-forward steps on how to transfer my tv shows!

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