Do I need to have an iPod or MP3 player to listen to, or subscribe to,
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No, you don't.

Anyone with a computer connected to the internet can download and listen to MP3 files. You will need a media player on your computer (many PCs come with Windows Media Player, for example), or you can use our embedded flash player, and you'll also need speakers or headphones.

The advantage of transferring the downloads onto a portable player is that you can then listen to them on the move.