Copy the address of the rss document, it will probably end in .XML
Open I Tunes or some other podcatching software
In I Tunes pull down the Advanced menu
Choose Open Stream or Subscribe to Podcast
Paste the address in the window
Press ok
The information in the rss document should show up in your Podcasts window. Usually, the most recent podcast will automatically download. If you want to download all the other ones, you can do that too.
If you find a better way of doing this process, pass the word.