We've made it so you don't have to download the files, and can now play the audios on the same download page.
Just go to the download page again and where it says "Or Play The Chapters Individually Via Your Browser" you can click on the individual files and they will play in your web browser.
If you still want to download the files and are having trouble, please let us know what browser you are using?
(We find that Chrome and Safari will start the download and you may not even know. Firefox will open up a small window asking if you'd like to save it. With Internet Explorer, it will open a new tab, and a pop up should appear at the bottom of your browser which asks permission to download, after clicking yes the download will start.)
And are you on a mobile or desktop device?
Also, please check that the file hasn't already downloaded in the background. Have a quick look inside the folder that your computer uses to download to. The file is called: "What The Dogs Taught Me About Being A Parent.zip"