To download a file, click on "mp3". The file's size in megabytes is listed - larger files take longer to download.
If you see an arrow button, clicking on it will play the track in Flash form, which is faster than downloading. The playback may take a few seconds to begin, after which the arrow turns to a "Pause" symbol. Clicking on the "Pause" button will stop playback.
If you don't see an arrow button, you may want to install Flash, which can be found here.
The iTunes application can be found here.