can i download movies from pirate bay

Yes you can, as long you're using torrent files, the default torrent client in Ubuntu is Transmission, you can download any torrents from any torrent sites.

Concerning your issue with Vuze, I suggest reading the proposed solutions here:

http://forum.vuze.com/thread.jspa?threadID=107160

I personally suggest using qbittorrent, which can ALSO handle the magnet links. But Vuze should also normally support magnet links.

Here is more information about magnet links:

http://en.wikipedia.org/wiki/Magnet_URI_scheme#History

"Applications supporting magnet links include μTorrent, aMule, BitComet, BitSpirit, BitTorrent, DC++, Deluge, FrostWire, gtk-gnutella, I2P, KTorrent, MLDonkey, Morpheus, Qbittorrent, rTorrent, Shareaza, Transmission and Vuze."

$ apt-cache show qbittorrent

Package: qbittorrent
Priority: optional
Section: universe/net
Installed-Size: 5354
Maintainer: Ubuntu Developers <email address hidden>
Original-Maintainer: Cristian Greco <email address hidden>
Architecture: i386
Version: 2.9.7-1
Depends: libboost-filesystem1.46.1 (>= 1.46.1-1), libboost-system1.46.1 (>= 1.46.1-1), libc6 (>= 2.4), libgcc1 (>= 1:4.1.1), libqt4-dbus (>= 4:4.5.3), libqt4-network (>= 4:4.5.3), libqt4-xml (>= 4:4.5.3), libqtcore4 (>= 4:4.8.0), libqtgui4 (>= 4:4.8.0), libssl1.0.0 (>= 1.0.0), libstdc++6 (>= 4.6), libtorrent-rasterbar6 (>= 0.15.10), python (>= 2.5), geoip-database
Suggests: qbittorrent-dbg
Filename: pool/universe/q/qbittorrent/qbittorrent_2.9.7-1_i386.deb
Size: 2841024
MD5sum: 6e1195129c7b0401256f24487d28a886
SHA1: d4f97aabe372dc53d6fef37cf6e85027583e8125
SHA256: adcab69f821645f58d9e8c5c586bb479f06bc3d1518de3cb603e931c98f58c78
Description-en: bittorrent client based on libtorrent-rasterbar with a Qt4 GUI
 BitTorrent client written in C++ and based on libtorrent-rasterbar with a Qt4
 user interface. qBittorrent is a feature rich but lightweight client that is
 very similar to uTorrent. Its main features are:
 .
  * Polished uTorrent-like user interface
  * Well integrated and extensible search engine
  * Remote control through a Web user interface
  * Vuze-compatible protocol encryption
  * uTorrent-compatible Peer eXchange (PeX)
  * DHT (trackerless) support
  * UPnP / NAT-PMP port forwarding
  * IPv6 compliant
  * RSS support with advanced download filters
  * Advanced control over torrent content and trackers
  * IP Filtering (eMule / Peer Guardian filters)
  * Torrents queueing and prioritizing
  * Good localization (~25 languages supported)
  * Unicode support
Homepage: http://www.qbittorrent.org/
Description-md5: eda9d802cb538c23f46dfba93459c129
Bugs: https://bugs.launchpad.net/ubuntu/+filebug
Origin: Ubuntu
$