This may be a day late and a dollar short for some of the earlier performances (i.e. if their web retention has expired), but I have been downloading these performances so that I can listen to them when and where I want.
Free Software you need (Google is your friend):
StreamTransport: Allows you to grab the Flash Video performances from the website and download them to your PC. The files are saved as .flv files -- which are flash video wrappers of h264 (video) and AAC (audio) encoded files. The software has a browser built into it. You basically navigate to the webpage that has the individual performance. Click to start playing the performance, and the software will see the videos streams and let you download them as they play.
Media Player Classic: You may already have software capable of playing flash videos, but I use Media Player Classic (which comes with the K-Lite Standard Codec package) to view the performances on my PC.
You can also watch the performances on an iPhone after converting the files (although the results are hit and miss). Using the following freeware software, I am able to convert the .flv files into iPhone-capable .mp4 files:
FLVextract: Pulls the h264, AAC, and timecode-sync files from the .FLV wrapper (i.e. makes them into 3 separate files).
YAMB: Combines the above three files back into a single MP4 file (an MP4 wrapper of the h264 and AAC file instead of an FLV file), which should be playable on an iPhone. Please note that I've been successful with 1 of the 2 that I've tried so far. I've been listening to the Salonen M3 in my car. I should also mention that the AAC file (on its own) should seemingly play in the iPhone, but I cannot get it to work. I've simply been playing the MP4 as a video file and listening to the audio.
Hope this helps someone!!
Scott