All the files are in the popular MP3 format,
and strangely enough can be played on any MP3 player.
To download simply right click on the file you want then select "save target as".
Please note though, if you are not using a broadband connection to the internet,
then downloading of the file will be quite slow
(i.e. start the download then go and make yourself a nice cup of tea).
To listen to the mp3 file online, just left click on the link, this will open
up a media player which should be able to play mp3 files.