When you download your copy, ensure you have all 13 episodes. Here is the official list:
: For those who prefer physical copies, the Season 3 DVD and Blu-ray sets are available at retailers like Amazon and include special features like "Director's Take" and "Breakout Episode" featurettes. Season 3 Overview Prison Break Season 3 Complete Download
If you want to own the digital files permanently, you can buy the complete third season from digital retailers. This typically allows you to download and keep the episodes on supported devices. When you download your copy, ensure you have all 13 episodes