Hi Xuka,
I don't know how to download files ".mp3" or ".ra" on NPR & CNN sites. However, I have another way to get these materials. Do you know software "Advance MP3/WMA Recorder" ? This is program allow us to record whatever we hear. So, you can use this program to get programs you like. You can search this program on Google. This program is freeware. I hope this will help you.