Saving streamed audio

[None of the above]

I occasionally use the BBC 'Listen Again' facility to hear programmes I have missed, but there doesn't seem to be any way of saving them to file.
Is there any way around this particular problem?

Probably worth noting in Jet Blast rather than here, but it is 'Ed Reardon's Week' (BBC Radio 4 11.30am Weds) that I wish to save.
Best comedy I have heard in an age.

Thanks in anticipation,

N o t a