Purchased Movie Removed From My Apple Library

Apple recently confirmed that a movie was removed from my library.

Apple support inferred that the IP rights owner requested the removal. It appears that when you purchase digital media from Apple, it's not a forever kind of purchase. The Apple support person assigned to my ticket was very helpful, but essentially they recommend downloading all purchased media in case it's removed at a later date.

Question - Could someone provide instructions on how to download, store and then (more importantly) watch again on Apple TV?