I don't understand how to listen to the, it says mp3 but that isn't clickable.
Where are the actual podcasts? I have to download something?
You can listen to them on the page by clicking the play arrow in the embedded widget. Rubyology's also on Odeo, though, which gives you a few more options. Go to an episode page there (like http://odeo.com/episodes/23382315-Rubyology-71-Avi-Bryant) and click on the Download tab under the player to grab the file itself.