With a Pro (paid) account on PRX (see the differences between a Pro and Starter account here) you can also download any audio that you upload to PRX: in effect, use PRX as a backup for your broadcast quality files.
To download your audio file from your account, simply log in and go to the piece listing you're interested in downloading. Then click the "license/download" link. (Don't worry, you're not licensing your own piece.) This will take you to your audio's MP2 and MP3 files for download.
If you have a Starter account, clicking the "license/download" link will not let you download the files.