Be sure to download the Teamspeak Client and not the Teamspeak Server.
As you will only be able to listen, but not to speak (at least in the channel "Auction Hall"), no microphone or recording/input setup is required. This makes the installation really easy: in most cases you just have to install the client, do no configuration at all and follow the link above.
Please be aware that when no auctioneer or other person with the right to speak is present in the "Auction Hall", you won't hear anything which is perfectly fine.
Again, if you are behind a proxy/firewall and have problems connecting to our TeamSpeak server, you should check if your firewall provides/allows the following connections to our auction server:
outgoing UDP-connections to port 8767 on the same host/IP as mentioned above.