Hi xxlisaxx,
Thanks for visiting Apple Support Communities.
If you are not able to download episodes of a season you have purchased from the iTunes Store, first make sure you're signed in with the correct Apple ID (iTunes Store account) using these steps:
Use your Apple ID with the iTunes Store
- Open the latest version of iTunes.
- Choose Store > Sign In.
- Enter your Apple ID and password and click Sign In.
- Click Review when asked to review your information.
- Enter your billing information.
- Click Continue after you enter your credit card and billing information. You can remove or edit your credit card information at any time. Learn more about updating your iTunes Store account information.
From:
Using an existing Apple ID with the iTunes Store, Mac App Store, and iBooks Store
http://support.apple.com/kb/ht2589
Once you've confirmed this, try downloading the episodes using the steps in this article:
Download past purchases
http://support.apple.com/kb/HT2519
If you're not able to download your purchases using those steps, you may want to report the issue using the steps found here:
How to report an issue with your iTunes Store, App Store, Mac App Store, or iBookstore purchase
http://support.apple.com/kb/HT1933
All the best,
Jeremy