The entire archive is 2.2 gigabytes. It contains all 225 episodes of the podcast. If you want the whole shebang, this is the way to go. .tar.gz files can be opened on Mac and Linux with no additional software. Windows might require an archive utility like 7Zip (which is free).
If you want individual episodes, they are all linked below. You can pick and choose and download whichever ones you want.
For some reason, the files don't play properly if you just click the link. If you right-click and download the file will be playable on your computer.