2010 bebes,
Here's how you download the stories to hear:
Look at the left of the page, first there's a title "Brüder Grimm",
look underneath that section and you'll find this title:"
Kinder- und Hausmärchen (kostenloser Download)" - this is what you want.
Underneath that title there's a list of stories, each has a title, how many minutes long it is and an icon for downloading, info etc...like this:
Die weiße Schlange 9:35 min. (click on the first icon that looks like a tiny disk to download this story)
There are 25 stories on the page, scroll down and it will be clearer for you
Hope that helps!