Audio help
Pretty much all the audio files on this site are in Ogg Vorbis format. Ogg Vorbis is a free audio format that gives superb quality at lower bitrates.
You may find that you can play Ogg Vorbis files already without doing anything. If your software is on this list, or your audio player is on this list, you can play Ogg Vorbis files.
If you use Microsoft Windows Media Player, you will need to download a Direct Show Filter. This will enable you to play Ogg Vorbis, Ogg Speex, Ogg Theora, and FLAC formats.
If you want to play the files in iTunes then this QuickTime Component will let you do this on Windows and Apple Mac systems.
If you need more help, the developers of Ogg Vorbis have a great page to help set you up.
the SVG Player
The audio player buttons that are found on the podcast page and on some other pages are made using SVGT and JavaScript. SVG is a web standard [like HTML and CSS], and currently most browsers can display it in some fashion: but currently only Opera 10.50 and above will play the audio from the site as intended, since it is the only browser with both SVGT and Ogg Vorbis support.
For HTML5-capable browsers, I have included an audio player with standard controls.
Alternatively, You can install a plug-in for SVG [as you would for Flash or QuickTime] from Savarese which might work [I don't know as I have no way of testing it].