BitComet is not that great of a client but it is easy to start with. Downloading with BitTorrent is as safe as it is downloading with anything else - you have the burden of scanning the files first before you run it. However, the BitTorrent community is usually pretty good (unless you download illegal software then there is usually problems there). You can enable encryption and that will make it harder for ISP to detect your what you are doing (although it doesn't stop them or completely prevent them)
Some recommended BitTorrent clients:
uTorrent
Azureus - I use this.
...more
here.
You will need to configure your anti-virus, firewall, and/or router to allow the program and/or ports. For router configuration, please refer to
PortForward. Port configuration is probably the trickiest steps along with firewall configuration. You rarely have to configure your anti-virus these days but there are a few cases where you would have to otherwise it would cause your torrents to perform poorly.
You can go to public trackers (which normally does not enforce a ratio) and find torrents to download or you can join a private tracker (which normally does enforce ratio and has better quality ie less virus issue).
As for programs put in by "internet police" those are extreme cases and I believe illegal - normally they just log your activities and talk to your ISP. More popular torrents such as recent movies are probably monitored more closely. Most virus comes from ad-wares and spy-wares.