These are all available at TheBox.bz (members only) from the first time round in 2005/6.

Other torrent files can be found by Google, e.g.

http://www.bitcoca.com/details/id/329014/ - S01E01
http://www.btscene.com/details/329014/ - S01E01
http://filesboom.com/torrent-download/729794-the-highland-sessions-at-bbc4 - S01E01
http://www.bitcoca.com/details/id/334983/ - S01E02
http://www.btscene.com/details.php?id=334983 - S01E02
http://filesboom.com/torrent-download/729792-the-highland-sessions-at-bbc4 - S01E02
http://filesboom.com/torrent-download/729790-the-highland-sessions-at-bbc4 - S01E03
http://filesboom.com/torrent-download/729788-the-highland-sessions-at-bbc4 - S01E04
http://filesboom.com/torrent-download/729786-the-highland-sessions-at-bbc4 - S01E05
http://filesboom.com/torrent-download/729784-the-highland-sessions-at-bbc4 - S01E06

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The Highland Sessions is a series celebrating the links between Irish and Scottish music. Each episode opens with Da Mihi Manum (Give Me Your Hand), performed by Steve Cooney and Kathleen MacInnes.

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The Highland Sessions: Episode 1

http://thebox.bz/details.php?id=14988

01. BBC 4 Intro
02. Da Mihi Manum (Give Me Your Hand) - Steve Cooney and Kathleen MacInnes
03. Mary Ann Kennedy Intro
04. O'Donnell's Return
05. Siuil a Run (Walk My Love) - Mary Black
06. A Mhairead Og (Young Margaret) - James Graham
07. Bunker Hill
08. Buile Mo Chroí (Beat of My Heart) - Karan Casey
09. Taimse im' Chodhladh (I Am Asleep) - Iarla O Lionaird (Afro Celt Sound System)
10. Puirt a Beul (Mouth Music), incorporating Mhorag an dean thu tighinn?, St Kilda Wedding, Air an Fheill, and Buachaille Dubh Fionnghal - Mary Ann Kennedy

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The Highland Sessions: Episode 2

http://thebox.bz/details.php?id=15309

01. BBC 4 Intro
02. Da Mihi Manum (Give Me Your Hand) - Steve Cooney and Kathleen MacInnes
03. Mary Ann Kennedy Intro
04. Chuir m'Athair Mise Dha'n Taigh Charraideach (My Father Sent Me to the House of Sorrow), incorporating Seudan a'Chuain (Jewels of the Ocean) - Karen Matheson
05. Eileanor na Rún (Darling Eileanor) - Eamon O Donnchadha
06. Malfunction Junction - Niall Vallely
07. Oran Mòr Mhicleoid (The MacLeod's Great Song) - Donnie Murdo MacLeod
08. Ealaigh Liom (Elope With Me) - Padraigin Ni Uallachain
09. An Eas Bheag (The Little Cascade) - Allan & Iain MacDonald
10. Slán le Maigh (Farewell to the Maigue) - Muireann Nic Amhlaoibh

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The Highland Sessions: Episode 3

http://thebox.bz/details.php?id=15543

01. BBC 4 Intro
02. Da Mihi Manum (Give Me Your Hand) - Steve Cooney and Kathleen MacInnes
03. Mary Ann Kennedy Intro
04. O's Tu's Gura Tu th'air a'Aire (You're the One That's On My Mind) - Margaret Stewart
05. Sadhbh Ni Bhruinneallaigh - Liam O Maonlai (The Hothouse Flowers)
06. Kirsten Thomson - Laoise Kelly & Mary Ann Kennedy
07. Cumha Alasdair Dhuinn (Lament for Alexander Mackenzie) - James Graham
08. Oro se do Bheatha Bhaile (Welcome Home) - Mary Black
09. Fead an Iolair (Eagle's Whistle) - Allan Henderson
10. A Chomaraigh Aoibhinn O (Sweet Comeraghs) - Karan Casey
11. Gaol ise Gaol i (She's My Love) - Kathleen MacInnes

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The Highland Sessions: Episode 4

http://thebox.bz/details.php?id=15977

01. BBC 4 Intro
02. Da Mihi Manum (Give Me Your Hand) - Steve Cooney and Kathleen MacInnes
03. Gleann Bhaile Chaoil (Ballachulish Glen) - Karen Matheson
04. The Green Shades of Gask, incorporating Captain White's and Mike MacDougall's - Iain MacDonald and Iain MacFarlane
05. Dónal Og (Young Donald) - Seosaimhin Ni Bheaglaoich
06. Lal, lal, ars' a'Chailleach (Lal, lal, Said the Old Woman), incorporating Canntaireachd - Rona Lightfoot
07. Theid is Gun Teid e Leam (He Will Go, He Will Go With Me) - Margaret Stewart
08. Caoineadh na dTrí Muire (Lament of the Three Marys) - Iarla O Lionaird
09. Cumha Dhonnchaidh MhicRath (Duncan MacRae of Kintail's Lament), incorporating Kings of Laois - Allan MacDonald

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The Highland Sessions: Episode 5

http://thebox.bz/details.php?id=16423

01. BBC 4 Intro
02. Da Mihi Manum (Give Me Your Hand) - Steve Cooney and Kathleen MacInnes
03. Jimmy mo Mhíle Stór (Jimmy, My Treasure) - Kathleen MacInnes
04. Teampall an Ghleannáin (The Templeglantine Reel), incorporating Plearaca Dhoire Chreasain - Mick O'Brien and Caoimhin O Raghallaigh
05. Bruach na Carraige Báine (White Rock Hill) - Mary Black
06. Cùm 'ur Gealladh (Keep Your Promise) - Allan MacDonald and Donald Shaw
07. Feasgar Luain (Monday Evening) - Alasdair Codona
08. Cailín na nUrla Donn (The Brown-Haired Woman) - Seosaimhin Ni Bheaglaoich
09. Sí Beag Sí Mor (Fairy Mounds) - Steve Cooney

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The Highland Sessions: Episode 6

http://thebox.bz/details.php?id=16841

01. BBC 4 Intro
02. Da Mihi Manum (Give Me Your Hand) - Steve Cooney and Kathleen MacInnes
03, An Spealadóir (The Scytheman) - Muireann Nic Amhlaoibh
04. Iain Ghlinn Cuaich (John of Glen Cuaich) - Karen Matheson
05. An t-Each Iarainn (The Iron Horse), comprising Whinney Hills of Leitrim and Gladstone's Reel - Dermot Byrne, Donald Shaw & Niaill Vallely
06. An Raibh tu ag an gCarraig? (Were You at the Rock?) - Liam O Maonlai
07. A' Bhean Eudach (The Jealous Woman) - Mary Smith
08. Failte gu baile Ghráinne (Welcome Home Grainne) - The House Band
09. Mo Ghile Mear (My Dashing Darling) - Mary Black, Karan Casey, Mary Ann Kennedy, Allan MacDonald, Karen Matheson & Iarla O Lionaird

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Performers:

Mary Black
Dermot Byrne
Karan Casey
Alasdair Codona
Steve Cooney
Allan Henderson
Trevor Hutchinson
Neil Johnstone
Mary Ann Kennedy
Allan MacDonald
Iain MacDonald
Donnie Murdo MacLeod
Karen Matheson
Seosaimhin Ni Bheaglaoich
Triona Ni Dhomhnaill
Muireann Nic Amhlaoibh
Mick O'Brien
Iarla O Lionaird
Liam O Maonlai
Caoimhin O Raghallaigh
Donald Shaw
Mary Smith
Margaret Stewart
Jim Sutherland
Niall Vallely