Good old RealPlayer. At install time RP hijacks all media file associations by assigning every one of them to itself. Thus, you click on the archive link and presto... RP plays the file instead of the file downloading to your computer (well, actually the file is downloaded to your computer but it is put in a temporary folder).
One way for you to work around this limitation is to simply right-click on the green "Listen" button and choose the "Save Target As" menu choice if Internet Explorer is your browser, "Save Link As" menu choice if your browser is Firefox, and "I don't know" if it is any of the other niche browsers. This should pop up a "Save As" file download dialog box that will allow you to specify the folder in which you want to download the archive clip. Press OK and you are on your way to downloading the 30 minute clip, rather than listening to it in the best media player ever, Real Player.