Go to http://www.podomatic.com/search?quer...&commit=search
Click on the link for the one you want to save (not the play button). it will open a new window.
In the menu select download. You will then be asked if you want to open it or save it. Select save. it is an mp3 file so you can put it on your mp3 player or listen to it on your computer at your convenience.
So I did try it, and all went well. I had never listened to Rock the Doc before, and now I have the two salty ladies on my iPod, motivating me for my daily constitutional. And I need a LOT of motivation.
On another note, I did tweet Rory Wilton with the question about whether he was in S1E1 as "Roy Wilson" but no response yet.