These files may be downloaded by "right clicking" with the mouse (or "ctrl-click" on single button Mac mice) and selecting the "Save Target As" or "Save Link As" option (it might be called something else in your browser).

Make note of where the MP3 file is being saved on your hard drive so you can navigate to it after it has been downloaded. Once it is downloaded, you may send it to your IPod type device, play it on your computer, burn it to a disc, etc.