If you's clever and have the right tools you could probably download and save the mp3 files to your HD. Feel free, but only on the condition that the files are lent to you on the understanding that no part of them shall be copied, published, sampled, broadcast, performed publically, converted to other media or formats, or otherwise exploited for any purpose, without the prior agreement of the copyright owner.
Downloading any of these files will constitute agreement with these terms.
Having said that, I am a very reasonable chap, so please feel free to get in touch.