To bring shows like this to my car radio in the USA, I use Replay Radio to record the shows to MP3 files, and then I play them on my IRiver MP3 player with my I-Rock FM transmitter.
Using this combination I can schedule all sorts of BBC Radio2, Radio4, and BBC7 shows to record to my computer overnight, which I then copy down to my MP3 Player for use the next day. You can record either live feeds or any of the BBC's OnDemand shows. It is working wonderfully for me! Larger capacity MP3 players are available at Amazon of course. So far 256MB has been adequate for my needs, but 512MB or 1GB would have been better I think.
I grew up on Radio 4 comedy so I was enjoying listening to Just A Minute this morning, while riding the train into Philadelphia! Paste the URL of the stream into Replay Radio and off you go! The free demo version works for 7 days, and convinced me that it was a solid product, worthy of purchase!
It will also work nicely when the fourth radio series of "The Hitchhikers Guide To The Galaxy" arrives on BBC Radio 4!
