The suggested way to download mp3 files is to subscribe to a podcast (learn how).
However, you can always manually download the mp3 files directly from the site. The easiest way to do this is to:
1. Go to the page for the podcast in which you're interested (directory).
2. Right-click (aka option-click) on the link to the mp3 file and select "Save Link/Target As" from the option menu.
3. Select a folder on your computer where you'd like to save the file and click "Save".
This way you can manually save the podcasts. However, we do recommend using a subscription (learn how) to the podcast instead.