First, be sure to excuse my English, I used google translate;)

I read on the blender shop this:
"The videos and all files on the DVD are Freely licensed as Creative Commons."
is what does it mean that if I find the DVD content on the internet I can download? it's not illegal?
I'll try to help the foundation thereafter, by purchasing their product (though I have a credit card ^ ^)

Yes that is legal.
Unless some law in your country makes it illegal.

http://creativecommons.org/licenses/by/3.0/


You can even resell it as long as you also credit where it came from.
But that is not really accepted by the community.

Most of the blender foundation cc3 productions are very big in filesize.
Not only is it a heavy download, but also eats plenty of hard disc space. So a plastic round disc shape copy is often very handy.

Elephants dream is no longer for sale.
Link to download here: http://orange.blender.org/production-planning/

Big Buck Bunny is no longer for sale.
Link to download here: http://www.bigbuckbunny.org/index.php/download/

Yo Frankie downloads: http://www.yofrankie.org/download/

Sintel downloads here: http://www.sintel.org/download/
The full 4dvd set is 28Gb, not sure you want to download that.
And I don't know a trusted site that offers an upload.

I believe the training DVD's are also cc3. You'll have to check.

Buying the dvd's supports the artists and the blender foundation, so please consider buying the dvd's.
Or, just as helpfull is donating to the foundation or it's documentation wiki fundraising. http://www.blender.org/blenderorg/blender-foundation/donation-payment/