If you use netscape 3.0 or explorer 3.0, you can just click on the soundfile, and it plays. Or you can download it by pressing the right mouse button and choose save.
If your using an older version of netscape, you just click on it and a dialog box will appear. Then you choose "Pick app" and pick soundrec.exe from your windows-directory, or an similar application.
Or you may again choose to just download it, by choosing "Save file".
Some of the files are ZIPed. Download them by clicking on them. If you don't have an UnZip Program, you can either Download PKZIP or Download WIN ZIP