What sections particularly would you like to download?
Most content seems to go like so: You choose the the book from the left side, then click on a link of each part, which takes you to a black page showing the play bar where you listen.
What you'll do is right click a link that would normally take you to a black page with a play bar and select "save link as" or "save target as" depending on your internet browser. Then name is file and choose where on your computer you want to save it.
Then open Itunes and use the "add file" option from the file menu.
For example: Left side click the link "Practical Teaching on the Christian Life - Abba Dorotheos".
Once on that page right click on "Lesson One" and choose either "save target as" or "save link as"
Name and choose location of the saved file.
Then add the file to Itunes.
Does this make sense?