Exile was Big Finish audio Doctor Who Unbound number 6 and it was recorded at Moat Studios on September 1, 2003. It was unusual because The Doctor was voiced by a woman - Arabella Weir!
Here is a great quote from her about why she even took the part -
"Many moons ago, when Doctor Who was just a memory for a few die-hard fans, the Fast Show’s Arabella Weir was asked to play a female incarnation of the Time Lord for a radio play. She wasn’t going to do it until her Doctor Who mad flatmate convinced her.
When he had moved in with her, he brought with him a boxful of Doctor Who figurines and a collection of the show’s magazines, which were kept in strict chronological order.
There is grainy footage from the ‘making of’ video of the play showing Arabella proclaiming in her loud plummy tones: ‘I’m only really doing this because my best friend David Tennant loves Doctor Who and he got a part in it. He’s the sixth alien.’ " - December 23, 2011
Actually he played Time Lord 2 and the Pub Landlord! If you wan to read a bit more about the audio click here - there are some screen caps too!!!!