If you're new to the resource, here are some things you may be looking for:
A "podcast" is just a convenient way to download a group of mp3 files. You do not need an iPod or need to use iTunes, althought iTunes is the best known podcatcher (program the dowloads podcasts) but there are others such as juice or myPodder. You can compare programs at the PodcatcherMatrix. Once you have downloaded them to your computer, you can put them on an mp3 player, your phone, burn CDs, or just listen to them on the computer.