When buying HD versions of shows, only the HD copy will automatically download now (probably due to requests from people who don't need/want the SD version and complained about it being forced on them). The SD copy can be downloaded from your purchases area in iTunes, though. On the main iTunes Store page, go to Purchases under the Quick Links and then select TV shows. Click the "Not On This Computer" button. Uncheck the "Download HD when available" box and you should then see the SD copies of the shows and be able to download them.