I contacted the BBC through their web site to try and obtain a legitimate DVD of the documentary, and got the following response:

Thank you for your question/questions regarding Power of Nightmares.
At present we do not have any information relating to whether the programme will be re-broadcast. Unfortunately the resources to show previous episodes are not available at present.
Due to resource limitations the programme’s transcripts are not available.
We regret that there are currently no plans for the programme to be released on DVD. However, you may be interested to visit the programme’s web content: news.bbc.co.uk/1/hi/programmes/3951615.stm

Regards
Anthony Simon
Assistant Editor, Current Affairs Interactive

[S]omeone has posted a DVD encode to usenet, alt.binaries.multimedia abvcd.how.to