Click here to hear the show . To download the file 1. Right Click on the Play icon and select Save as from this drop-down list and select the folder in which you want to save your file. 2.File Name. In this text box, enter a name for a new file. 3.Save as Type: Audio File. From this drop-down menu, choose Audio files to show only audio files in the window above. 4.Standard Audio File. 5.Save.