Typo Fixed. Thanks for the heads up.
To other points - You can click on the shows in any order. Just click the show's row in the table and the audio player will load it.
There was no thought (at least on my part) to download the collection as a whole. I'll think about that.
On the other hand, if you right-click the audio player, you should get a "Save Audio As..." option so you can save that individual file.