Did you know that if you have a file with wmv extension you can listen to it on your mp3 player? All you have to do is change it's extension to wma.
I have heard this on a podcast, but I do not have the link to it right now. I will try to find and post it soon.
You can go to http://testingeducation.org/k04/video/ and download a lot of good videos that will teach you how to test, and than listen to them at your mp3 player.