Here's the lot of the MP3 files I made, by episode, all stuffed into .zip files:
Pilot (9 MB)
Spellingg Bee (7 MB)
Speak Now... (4 MB)
Woman Seeking... (4 MB)
9 Lives (10 MB)
Weekend Warriors (8 MB)
Who Ya Gonna Call (3 MB)
Shawn vs. the Red Phantom (1 MB)
In case you just want the most popular ones, here they are zipped, as requested in the original post:
Popular Quotes (8 MB)
If you can't open those or find an error with something, let me know. Otherwise, enjoy! :-)
ETA: Links have been updated: 12.5.06.
ETA: Links have been updated: 2.11.07.
ETA: Links have been updated: 3.2.09.
ETA: Links have been updated: 8.9.09.