Some time you can download the audio files from the web site, especially those offer links for you to listen any time.

For example, http://fuyin-america.com/beta/family.htm
Follow this example, you should be able to download those MP3 file:
1) right click on the first links for Doctor Ke: 1A, and select menu "save target as", and save to your local drive.
2) the file will be saved as "he-zk-jiankang-rensheng-a-45min.ram"
3) use notepad to open the file, it contains this line:
pnm://www.fuyin-america.com/audios/mp3/he_zhong_ke/he-zk-jiankang-rensheng-a-45min.mp3
4) the first past "pnm://" is instruction for your audio/video player to play it. The rest is the full URL for the MP3 files.

After this, the best way to do is using offline browser to download the MP3 file. There are quit a few of them.

Now if you don't have those installed, there are a couple of tricks you can do easily:
5A) Open Windows Media Player, menu File/Open URL, copy paste the URL, change to http:, "http://www.fuyin-america.com/audios/mp3/he_zhong_ke/he-zk-jiankang-rensheng-a-45min.mp3" (copy only the text between "")
6A) After the file start to play, click menu File/Save Media as. You will get "he-zk-jiankang-rensheng-a-45min.mp3" about 2.8M

Or
5B) open a WORD document, copy paste the link, and change to http:
"http://www.fuyin-america.com/audios/mp3/he_zhong_ke/he-zk-jiankang-rensheng-a-45min.mp3" (copy only the text between "")
6B) remember to type ENTER or SPACE after that, then the text becomes URL, with blue underline.
7B) save as htm file. For example a.htm,
8B) open this file in IE, (you can do this by double click on this file in Explore.exe)
9B) right click on this file, and "save target as...".

After you get these MP3 files, you can use all other software to burn CD or audio CD.