stephen fry radio 4

[in a mo]

I wish to record a copy to disc of a Radio 4 Programe by Stephen Fry ,"So wrong it must be right" from i Player BBC Radio 4 I have downloaded it, so now could you please explain how I can put it onto disc ,normaly one can download a track etc into Real Player then transfer it to disc from there.
I stuck my neck out when I told my Doctor that I would be happy to oblige.

Any Ideas

No Obstacles Please