I do do it like Satonic ,when i can -but sometimes eg with magnet links there is no option to click the boxes beforehand
so
this on utorrents, guess other torrents clients are similar .
I'm trying this series sons of anarchy
Download the whole series then
highlight the torrent, then in the lower window click ''files''
highlight all the episodes then right click and in the drop down menu ,and press don't download
unhighlight them , and highlight just say episode one, again right click
and select - priority - then eg high,
then when you're ready make episode 2 high priority