I don't know if others have trouble with Real Audio - I didn't have any difficulty with the files on your site, David - but MP3 is definitely a more widely used format these days.
You can very easily convert all your sound files here:
http://www.online-convert.com/I tried one of your files to see how it worked - worked fine and put the file into my iTunes Library. I guess where it ends up depends on your own settings (clearly, mine spot MP3s and stick 'em in iTunes!).