RealAudio
If you don't already
have it, you'll have to download and install the real player (free)
Once this is installed, clicking any of the links should open the player and you'll hear the music.
mp3s
The mp3 files are large, so if you don't have a broadband connection, you're going to have to wait a while (5 minutes/ 1 minute of music w/ a 56k modem)- but it'll sound great!
After clicking on mp3 links, if the player doesn't open, click "save as" and after it's downloaded you can play it from your hard drive or xfer to mp3 player.
Back to the music page