First of all, there's nothing inherently dangerous or illegal (except perhaps in unusual jurisdictions) about using BitTorrent. There are plenty of free clients out there all that are well-respected and trustworthy.
BitTorrent is frequently used to distribute large open-source projects, such as ISO files for Linux distributions. It's also used by companies like Blizzard to distribute software updates.
BitTorrent cannot be used in a strictly anonymous manner any more than any other Internet protocol can. That is, your IP address is always available to anyone communicating with you. You can, of course, gain some amount of anonymity by co-opting someone else's IP address, as you would with TOR or by connecting from a public cafe. But that's slightly different from being truly anonymous.
BitTorrent was not designed for transferring data securely. Data is check-summed against hashes, which offers some security against tampering, but the files are inherently public.