Getting Music Off A Site

Can anyone give me advice for this website???
http://www.globalgroovenetworks.com/show.php?view=jelo
If you scroll down to "listen to the latest show" you can hear music.

How do I save this to disk?
How do I share it?
How do I burn it to cd?

Thanks

lol i when i meant it was in the wrong section i did not mean post it again in the right one :D

pm a mod and they will delete one for you. :)