To begin the download process, click the button at the bottom of the page. You will be presented with a dialog box that allows you to choose the directory to which you wish to save the rhn-packages.tar file.
To extract the packages once the download is complete, run the following from the commandline:
tar -xvf rhn-packages.tar
The packages you have selected will be in the newly created rhn-packages/ directory beneath your current directory.