The audio files on the podcast server are nothing more than mp3 files recorded by an instructor instead of a band. As long as your browser is capable of playing mp3 files, you can simply click on the filename and listen (right now!) with your browser. Alternatively, you could click on the file and select "save as.." to save it to your hard drive and use your favorite mp3 program. This is fine for playing the occasional one time podcast you want to check, but the real strength in podcasting is to subscribe to a course, and automatically receive the podcast files as they are added to the server.