The first 3 stories are a series set on Mars: Red Devils, The Steppes of Thoth, and The Siege of Alclyo.
The fourth story The Lunar Inheritance is a stand alone story.
I quite enjoyed all of them, particularly the wonderfully stereotyped characters. If you haven't heard them before, they are 70 or so minutes well spent, even if just to get a few different ideas.
The CDs can be elusive to locate, but seem to still be available from the US here: