Note that by downloading the comma separated values file (i.e., the CSV files) you can read the data into your R session with a call to the read.csv() function. You will need to specify the location of the file in the function.
For example, read.csv("/Users/UserName/PrimeTime.csv") on a Mac or read.csv("c:/UserName/PrimeTime.csv") on Windows (where the directory is based on wherever the file is stored).
Additionally, the SPSS files are provided.