Tony Draper and Uncle Cracker,
If you are having trouble accessing them, as some servers and browser set ups have a tendency to do, the next best trick is to right click on the link and if you are in IE then "save target as..." and pick a folder on your PC where you would like to store it. After you have it saved open up your media player and access it through the windows media player by opening the file you have saved. Another way is to paste the URL into your wndows player using that particular function.
I have tested them on numerous occassions and had no dramas this end, but have found IE to be a better platform to access them than Netscape for some reason. Make sure your browsers and Windows Media programs are all up to date as well.
Hope that helps if not PM me and I will try some other options for you.