Well I use Radio France's feeds extensively so I can confirm that they (should) work :)

On the page you linked I have no problem downloading files (either with right click > save as, or just click an mp3 link which gets opened in firefox).

What version of firefox and rsspreview are you using?

Can you maybe open an issue at https://github.com/aureliendavid/rsspreview/issues ? It's easier to discuss technical problems there.