Click the "Subscribe With iTunes" link in the page's sidebar:



This will require that you have the iTunes software on your computer.

(You can download iTunes here.)

Now that you've subscribed to the podcast on iTunes, the feed will display in your "Podcasts" section on the left navigation bar.

Click there and you'll see the show displayed in the iTunes browser.

You can "get all" to download all available episodes or just individual episodes.

Plug your mobile device (iPhone, iPad, iPod) into your computer with the Dock Connector cable, and click the device in iTunes's left navigation bar.



Once you have your device highlighted, click "Podcasts" in the top navigation bar and sync the podcasts you want on your device. Click "apply" and the episodes you have downloaded on your iTunes software will sync with your device.