How do convert real audio....i.e. a show from npr archives to mp3/.wav, etc?

This is a specific answer using the only piece of software that I use... I have a Soundblaster Live! sound card. The software that came with it included a utility called "Creative Recorder". What you can do with that is start up the Creative Recorder program, and one of the choices on its menu is to record "What U Hear". Start up the recorder, and then start up the Real Audio playback. The Creative Recorder will keep recording the sound produced until you click on the "Stop" control. The resulting file will be a .wav file, which you can then convert to .mp3 or do with it what you wish. Sorry I can't be more general in the answer.