Visit the Tvduck, Joox, or Videostic websites to find full episodes of the Sopranos. Even though the video inventory can change, these sites usually have entire seasons of HBO's The Sopranos intact and available to watch for free.
Other places you can try are Nabolister, Alluc, and Tv-Video.net. These sites serve as large directories of other sites that host video.
Most sites will allow you to watch the Sopranos online for free without having to download anything. If a site asks you to download something, say no and cancel. Also make sure your antivirus software is up to date and working.
Some videos of Sopranos episodes seem to work better when viewed in Firefox.
This is only a partial list of websites that let you watch episodes of your favorite HBO shows for free. Try others and bookmark them in your favorites tab so you can watch the Sopranos anytime.