Well I'm not an iPod guy, but I believe you just download the MP3, click 'n drag it to your iTunes library, and then sync it to your device.
As for the links, there are two sets. The first set is the MP3 file, all packed up and ready to go to your iPod or phone or whatever. The second set is the original files, NOT packed into some compressed format like MP3, still editable in the original program (in this case, Audacity). You probably won't want that version unless you either want to edit the sounds, or download half the memory and then export an MP3 yourself.
The only difference between the links in each set is that the first link downloads via HTTP (your web browser, in other words), and the second downloads via a torrent application (which is more complicated, but basically is everyone downloading is uploading too, sharing the file with everyone).
However, to make things oober easy for you, cuz I'm just a nice guy like that, I'll say
JUST CLICK HERE!
Hope that helps.
Bookmarks