Yogurt,
All you do is click on the link provided. Once the page is open, scroll down and click on "Free" in the column, this will open another page. Scroll down that page and you will see that it is telling you to wait a few seconds. After waiting, the song link will appear, just right click the song link and "save as".
hope that helps.
Matt
Check out this link and you will find right at the end, the FULL version of WATC as performed at the Hall Of Fame gig last year (unfortunately the DJ talks over the very last part of it) link