The safest way to download would be to pay for a VPN service.
https://torrentfreak.com/vpn-anonymous-review-160220/
To download the torrent file anonymously, use TorrentRover's proxy feature (Preferences -> Advanced -> Proxy). Set it to Always for maximum protection.
Another tool that can be useful but there is some dispute over is PeerBlock. The reason its usefulness is in doubt is because it will not hide your IP from other people in the swarm, but it will prevent you from connecting to any malicious or government IP address. So the risk is that your IP address could still be tracked, but they will never be able to prove you took part in the download. You could claim that you were monitoring the swarm, the same as them.
Personallly I just use PeerBlock and the Proxy feature in TorrentRover, and I've never had a problem, but you may have a different experience.
What country are you living in?