There are 2 ways that you can use this page.
1. Click on the green triangle of the podcast that you are interested in listening to. It should start up almost instantly.
2. You can click on the purple podcast icon. This could display a number of ways. If you get presented with a page that shows the file name, they will usually end in .mp3, click on it.
Depending how your computer is set up, you will get the option to save it or it will start your default media player.
If your media player starts you should be able to save the file by clicking ‘File > Save As’ on the menu bar.
You will then be able to transfer it to your mp3 device and review it at a more convenient time.