The Tor project recommends that you don't use Tor for BitTorrent traffic because there are numerous anonymity leaks in the protocol. Even more so, if you only download the .torrent via Tor but open it in a client that's configured for standard non-Tor operation, you've gained essentially nothing in anonymity, as the client will send the tracker information about your download (assuming you're not relying entirely on DHT). The Tor Browser Bundle is principally concerned with anonymity, and that's what it's warning you about.
Security is a different matter. When using Tor, you funnel your traffic through several nodes, and thus open yourself up to a man-in-the-middle attack. This is one of the reasons it's very important to combine Tor usage with HTTPS, which will provide (within the limits of HTTPS, which is to say "mostly") a guarantee that your traffic hasn't been tampered with.
Using Tor for torrenting is the way many people got caught.
So what's the fix? There are two answers here.
The first answer is "don't run Bittorrent over Tor". We've been saying for years not to run Bittorrent over Tor, because the Tor network can't handle the load
The second answer is that if you want your Bittorrent client to actually provide privacy when using a proxy, you need to get the application and protocol developers to fix their applications and protocols. Tor can't keep you safe if your applications leak your identity.
The third attack from their paper is where things get interesting. For efficiency, Tor puts multiple application streams over each circuit.
[...]
What's the fix? The same two fixes as before: don't run Bittorrent over Tor, and/or get your Bittorrent developers to fix their applications. But as Tor developers, this attack opens up an opportunity for a third fix. Is there a way that we as Tor can reduce the damage that users can do to themselves when they use insecure applications over Tor? We can't solve the fact that you'll shoot yourself in the foot if you use Bittorrent over Tor, but maybe we can still save the rest of the leg.
One approach to addressing this problem in Tor's design is to make each user application use a separate circuit.
Another answer is to separate streams by destination port. Then all the streams that go to port 80 are on one circuit, and a stream for a different destination port goes on another circuit.
We've had that idea lurking in the background for a long time now, but it's actually because of Bittorrent that we haven't implemented it: if a BT client asks us to make 50 streams to 50 different destination ports, I don't want the Tor client to try to make 50 different circuits. That puts too much load on the network.
I guess we could special-case it by separating "80" and "not 80", but I'm not sure how effective that would be in practice, first since many other ports (IM, SSH, etc) would want to be special-cased, and second since firewalls are pressuring more and more of the Internet to go over port 80 these days.
https://blog.torproject.org/blog/bittorrent-over-tor-isnt-good-idea
As others have said, this is something you shouldn't do. However, for the purpose of actually answering the second part of your question, you can do it fairly easily. In your Torrent client's configuration screen, look for a section called "proxy" or "network connection" etc. and set it up like the following example (using Deluge here):
The important part is just to use as the proxy. Also note that 127.0.0.1:9050 is the default port, but it may not be the same on your installation (or if you're using the browser bundle). You'll have to look up the 9050 value in your orport file.torrc
If you don't have separate options for different types of Torrent traffic, please don't do it. This will send all traffic (including peer-to-peer traffic) through Tor.
I can answer your question, but if you would like details, I would have to know who your ISP (Internet service provider) is.
Tor Browser, simply put, is a repackaging of Mozilla Firefox configured for the Tor SOCKS5 proxy and maximum anonymity. When you click a magnet link, Tor Browser should warn you that an external application would open.
The external application is your BitTorrent client (Vuze, uTorrent, Transmission, etc.), which is probably not configured to use Tor. Your ISP can still see that you are downloading torrents.
When you wrote,
I have recently received a message on my computer
and
I have spoken to those who claim to be the admins
something seemed amiss to me. Did you mean that you received an email? If ISPs are to notify you that you are violating their terms of service, they ought to notify you reliably.
If you received a popup on your computer, then more than likely, a virus is tricking you into thinking that your ISP is going to terminate your Internet service.
You should know who your Internet service provider is, so you should also know how they send you notifications about their service. If you received an email, check the sender for authenticity. A fake email can be identified by lots of misspellings, a suspicious "From:" field, low quality JPEG images, mysterious links, etc.
Furthermore, I've never heard of people who work for ISPs call themselves "admins". Every time I call AT&T or Time Warner Cable, they connect me to "representatives". That's another suspicious hint.