This is the place to find the download link for each podcast.
(NOTE: Possible explicit language)
To stream the podcast (listen online)-- Locate the episode number, then click the appropriate link. If you have mp3 files associated with a media player on your computer, it should automatically open the default player and start streaming.
To download(for offline listening)-- Right-click the episode link, and choose "Save Target As..")
Don't forget to click the "Show Notes" item in the menu at the top of the page to get the corresponding information for each show!