These files are in .mp3 format, and will play with the audio player you have configured to open .mp3 files, i.e. - Windows Media Player. You may also select another player using the Open With...choice after you right click the file name.
It is recommended that you save the file to your choice of location, such as the Desktop, before playing it. To do this, right click the link and select Save Link as... and choose your location.
To play, just double-click the file name.
(Approximate download times are based on a broadband connection such as Astound)