When clicking to listen to an MP3 file, if prompted choose "open".
To save, right click, IE "save target as", Netscape "save link as".
If saving a file from the "Members Area" be sure to give the file a unique name when you save it, as the default name may be generic and the same for every file. A quick solution is to copy the file name from the browser window and paste it when saving.
Enjoy!