Yes. You can transfer the shows to audio-cassette. A dual-male minijack cord (available at any electronics's store) can easily be plugged into the back of the computer and then into a tape recording device. Just play the MP3 on your computer and press record on the tape deck.
Another alternative is a MP3 CD player and a cassette adapter (or lower power FM tuner) which is a great way to play the actual MP3 CDs in the car; please click here to see a list of recommended MP3 players.