Kickass is a torrent site, while utorrent is a torrent client, so they're different things.

You download the torrent file, and then you use the torrent client to open the torrent file, and THEN it downloads the actual file you're trying to get. Think of a .torrent file as a bookmark...it's just a file that basically tells the torrent client (like utorrent) where the actual file is located so it can download it.