In case you want Forgecast #1 and most likely future Forgecasts saved so you can listen offline for whatever reason, I'm going to show you a quick and easy way to download it using Firefox and Internet Explorer. Here goes:
Firefox
First, you click on the link to the Forgecast so it is playing in your browser. Then, click File and then Save Page As.

Then, select the location you want it saved to and click Save.
Internet Explorer
First, open the page that contains the link to the podcast. Right-click the hyperlink and select Save Target As.

Then, select the location you want it saved to and click Save.
And it's as easy as that. Looking forward to more forgecasts, first one was great.