The podcasts are all saved in the same format. When I click the link, it loads QuickTime and the podcasts stream in my browser. Are you being prompted to download the file first? If so, what program are you using to play the files?
Can you try opening the files you have saved with QuickTime or iTunes?
You can also access the files directly from the ESL Teacher Talk website.
www.eslteachertalk.com - Those audio files are saved on a different storage server and may work better for you as far as downloading goes. Although, the file format is the same, m4a.
I'm glad you like the show and that they'll be helpful to you there. Let me know about the help tips and questions above and I'll see what additional advice I can give.