It's also available on Daisuki if it's not available in your region or you don't feel like waiting a week or were going to resort to filthy piracy for any other reason.
Audible also has <em>Dr. Katz's Therapy Sessions</em> which is a compilation of bits from the original Comedy Central show that was actually released as an audio cassette back in 1996(!). That's what I used my complimentary audiobook credit for, and you may want to do the same.