All audio clips are in MP3
format.
They should play fine in Media Player,
or try one of the good independent players like WinAmp.
This site supports resume, so I strongly recommend that you use a download tool which supports file resume, such as Gozilla. (There are other good tools too, this is just the one I've found to be the most useful for me).
Mad Max Cut 1 - 1:00 (1MB)
Mad Max Cut 2 - 0:30 (500K)
Mad Max Cut 3 - 0:30 (500K)