Instructions for Downloading:
"Right mouse click" a link below. You'll see a menu like the one to the right open up. 

(MAC users - sorry this is PC ONLY)

In Internet Explorer Choose "Save Target As..." and download the file to your desktop (in Netscape you choose "Save Link As..").  

Once you select "save target as" or "save link as" a download screen will come up asking you where you want to save the file to on your computer.

You should save the files to your "Desktop" or another folder you can easily find. Once you have downloaded the file, go to your desktop or the file you saved it to and double click it. This should launch the player so you can watch and listen to the video.