The shows from WNYC are available in three formats:
1. MP3 files, can be downloaded directly (Example page
2. RAM (Real Audio) files, they are a bit tricky to download ( Example page). First, download the show as you would normaly would download something. Usualy you have to right click on the link and then select "save target as...". The downloaded file should be very small, maybe 1KB and is named, in this case newsounds2424.ra . Open the file, using a text editor and you will find the proper link to the .ra file. In this case, the link is: rtsp://raudio...newsounds2424.ra . Notice the beginning of the link? It starts with rtsp, which means it can't be downloaded using a plain browser. Download the file using Flashget
3. A MP3 file hidden in RA file, download the show be right clicking on the link (Example page. Open downloaded file (spinning070906.mp3) using a text editor. You will find the proper link. Now use this link to download the file.