Downloading a full index of a show you do not own is copyright infringement. If you own the DVDs or a digital license, laws regarding "format shifting" vary by country, but downloading from a public index rarely falls under fair use.
Finding a reliable "index of" directory for a specific show like Gossip Girl can feel like searching for a scandal in the Upper East Side—everyone’s talking about it, but the actual source is often hidden. index of gossip girl link