I can download and save them fine. If people can't, then they've most likely messed up at their end, probably by electing to open an MP3 "from its current location" in the past and checking the "don't ask me about this again" option in Internet Explorer. These people can beat themselves up for being such cretins, then save the MP3s by right-clicking and choosing "Save Target As..." (or shift-clicking the link in Netscape).
Zipped MP3s are inconvenient and annoying, IMHO. Don't do it!
EDIT: Mmm. The longer this message stays here, the more needlessly vitriolic it seems. Sorry to take that tone with you, aforementioned cretins. I love you really.