These recordings are in MP3 format, and are quite large, typically 500 kbytes.
This means that a dial-up connection will need more than a minute to download each one.
To download, right click on the name and chose save target as ... (or the equivalent) to save them to your computer.
You can then listen to them later with the program you use for mp3 music.
Download all recordings as a 15 Mbyte zip file here: