Is it possible to download a radio programme from the BBC I player? Or is it possible to record the programme from the computer? BTW, my middle name is Luddite, so try & put the answer in simple terms:-)
If you download the iplayer programme you can then download material and watch/listen to it for 30 days.
If what you are really asking is can you then copy this material to disc then you would need to use a programme that can record whatever sound the computer is currently playing, including internet radio streams.
Set your computer to record from "wave out" under the volume settings, then go to Sound Recorder under accessorie, click on record, then play your i-player programme et voila.
You may need to adjust the recording volume so it doesnt distort.