I must admit that I am a great fan of The Fast Show and was very disappointed by this offering. Like many TV-to-Audio transfers this suffers from the fact that much of the humor in the show has a considerable visual element, which is totally lost in the audio version.
If you are a fan, then this audio is likely to appeal as it has all of the characters. However if you are coming to this for the first time, then I would steer clear.
This is full of British humor which often doesn't translate well, and without the visual cues much of what makes the characters pop is missing. The laugh track helps, but without seeing what is going on the comedy is left floundering.
If you really want an introduction to the show, or you are a fan who needs a fix, get the show on video, or look out for it as a re-run. This just doesn't cut it, and could put you off a real comedy gem for life.