Hey, I'm from the same place you are.

So, let's see, what should happen is that if you wait a while a web-based media player should open and prompt you for that registration. However, you can just go here:
http://www.napster.com/napsterlinks/ and click on the tiny register button in the top right hand corner. Once you are signed in my links will work automatically (though I think you need to sign in every x number of hours or something). You're allowed to listen to each of them five times, and you can search their library on that NapsterLinks page and find links of your own if you have comedy faves to share.
NapsterLinks I gather is different from Napster itself, I actually am not signed up (as in paid for their thing) with Napster so I think you just get to use NapsterLinks as much as you want for free, which is pretty durn cool IMO.
This is currently my favorite George Carlin routine, but it's a hard choice, the man's got a 45+ year career: Listen to Advertising Lullabye by George Carlin :
http://www.napster.com/player/tracks/13782351