Hi there momochu! And welcome.
I'm afraid the simple answer is no. The BBC don't do these as CDs or downloads (for some crazy reason). So unless someone has managed to make a copy (I believe there are computer software programmes that allow you to record radio shows), I'm afraid it's a case of waiting until the BBC repeats the shows.
On the plus side - I think there is still one episode of Eric to go and it's on this Wednesday.