If by "downloading is hard," you mean "clicking on the file and listening to it is hard," you have a plugin problem.
If by "downloading is hard," you mean "I don't want to automatically listen to the file when I click on it--I want to save it instead," that's probably just an option in your web browser that you can set. In Firefox you go to Edit menu > Preferences > Applications, which has a list of file types and instructions for what Firefox should do with each file type, so you just set the mp3 file type to be "Ask me what to do every time". Looks like you have Internet Explorer so it will be different for you but there shoudl be a similar list somewhere.
Thank you for your comment. The latter is the case and I have figured out how to save the files, though now and then it does not quite work. I do use Firefox and I have set it to ask me what to do with MP3s. The funny thing is that the other day it did ask me what I wanted to do with a recording by Chris but did not give me the option when it came to one by David April. This must be what is called artificial intelligence.