To listen to a file, just click the MP3 file you would like to hear. The audio player you have set up to play MP3 files (ie, Windows Media Player, Realplayer, Quicktime, etc) should then start after a short period.

If you would prefer to download the file, simply right-click on the file and select "Save Target As..." ("Save Link As..." for those of us who use Firefox) to download the MP3 to your laptop or an iPod connected to it. Warning: these files are large so it may take a while.