wget -rl 0 -np -A .mp3 http://thenine.ca.nyud.net/essential/
However, the main problem here is that Coral doesn't cache any files >50mb, so almost none of these are cached. The few <50mb do seem to be, though, e.g.: http://thenine.ca.nyud.net/essential/1998/1998.01.01%20-%20E...
However aren't they copyrighted?!