Tafheem-ul-Quran (Complete Tafseer) (6 MP3 CDs) By Syed Abu Ala Maududi

CD 1

CD 2

CD 3

CD 4

CD 5

CD 6

Update: 

These 2 links can also let you download Tafheem-ul-Quran in MP3 format:

http://www.quranurdu.com/tafa/

http://tazkeer.org/quran/tafheem-ul-quran/