The sound files in the left hand column are in Real Audio format and are on a streaming server. Use these files if your Internet access is at modem speed. If you need the free Real Player it can be downloaded here:
If you have high speed access you will probably prefer the mp3 files in the right hand column. These can be played with many common mp3 players (including the Real Player) such as QuickTime or iTunes (for Mac) or WinAmp or Music Match Jukebox (for Windows), depending upon the setup of your particular web browser program.
Most of these sound files are recordings of live performances, however a few are MIDI-based. Those files are marked (MIDI).