Here's a way I did it.
Download downloadhelper for Firefox with this link
http://www.downloadhelper.net/install.php
Click add-on to Firefox with download and then restart Firefox. Right next to the Home icon underneath the Bookmarks tab there will be the downloadhelper logo that has a blue red and yellow ball rotating around when there's a file to pull off the website.
Note: You must click the link on the page that says "Click Here To Listen To Episode # whatever" and on that new page where the Leggocast is playing on top is where you click the downloadhelper logo to download onto your desktop or wherever you choose to save it. Should be pretty straight-forward. PM me for any problems.
Great stuff from AEJones like always, least I can do. Thanks guys!