Use windows media player to download them... click the link and when the file starts playing in media player, click save as and it will save the file to your HD (or should do anyway)
This poor bloke's bandwidth must be going through the roof cos I've seen this link posted on at least 3 forums now including discogs!!
I've been using this guys site for a while - it was talked about in the PR IRC channel weeks ago. I even emailed the guy to burn some mixes to CD/DVD to save his bandwidth - got a nice reply saying that he has enuff bandwidth to cope, so I guess it's SAVE ON !!!