Many of the files you can download from this web site are in the widely-used Adobe Acrobat Portable Document Format (".pdf"), which maintains their original typography, page formats, graphics, sound links, etc. To use them you will need the free Acrobat Reader for your computer platform. Your computer and browser may already have the Acrobat Reader and its web plug-in ("PDFViewer").
Use this link to go to the Adobe site and

To play sounds and movies in PDF files on this site, you will need QuickTime or the equivalent. Macintosh users almost certainly have it, and all Macintoshes come already equipped for sound. PC users may need to go to Apple's www page to download QuickTime for PCs (or Macs). Users of older PCs may also need to acquire sound cards and related software.

Many downloads from the WWW are offered as compressed files which must be expanded with software. Those with the extension ".zip" must be expanded with commonly available software you can obtain over the WWW, such as "winzip" (PC) or "zipit" (Mac). Those with the extensions ".sit" or ".hqx" are for Macintosh only and can be expanded with, for example, "Stuffit Expander." Some of these products are freeware. Even so, and certainly before you spend any money on downloads, check your browser plug-in, helper and applications resources. You may already have what you need.