Step 01: Get the URL you need. Got it? Copy it into memory. OK.
Step 02: Open iTunes.
Step 03: In the menu bar for iTunes, go to the Advanced menu and select Subscribe to Podcast.
Step 04: A window will open. Put your URL in it as shown below:
Step 05: You have now subscribed to the podcast.
'Step 01: Get the music onto your computer from their remote location. To do that, click the Get button next to the name of the file.
The reason you have to do this is because if it just automatically downloaded the file every time a new one was made available to you, you'd probably eventually be annoyed at how much music filled up your hard drive.
The file(s) will download to your machine, at which point you can put them on your iPod.
Step 01: Click on the file you'd like to move (or shift click to select several files) and drag them from the Podcasts window in iTunes to your iPod.
Now they're on your iPod!