If you are searching for workarounds and ways to permanently download movie rentals from the iTunes store you are sure to find several methods urging you to download certain software. However, do remember that people who are giving away free tools for you to steal intellectual property are not exactly too concerned about your security either. Most free software available online have Trojans and viruses which compromise your computer and leak out your personal details to unscrupulous parties.
By downloading and essentially stealing intellectual property like movies, you are not just hurting the movie industry in general but also the actors, producers, directors, cameramen, extras and all the people involved in the making of the movie. Piracy essentially means that the people who worked hard to produce an entertaining movie for your pleasure are not being credited for their effort.
If you are a fan of a certain actor or enjoy movies from a particular director, you are in no way supporting them by pirating movies they put their whole hearted efforts into making. If you really appreciate and enjoy their work, you should support them by paying for the movie. This is the only way they will continue to provide even better entertainment in the future.