Podcasting makes an audio file, typically an MP3 file, available online for downloading via an automatic "feed." You can then hear the podcast whenever you want from your computer or a portable media player.

The first thing you need is podcast subscription software. Your options include the latest version of Apple's iTunes(which has the software built in and is available for Mac and PC), or other services such as Odeo or Juice, to manage your podcast subscriptions. (Click here for an extensive list of other services.) At this point, you will already be able to listen to podcast audio from your computer (provided your computer has a sound card and can play MP3 audio files). If you want to make your podcasts portable, you will need to transfer them from your computer to a portable media device.

You can also download the podcast directly to your computer's hard drive or just listen without downloading by going here.

The fool-proof way to subscribe is by copying and pasting the link to the Bob Edwards Weekend podcast feed into your podcasting software. 

http://rss.streamos.com/streamos/rss/genfeed.php?feedid=591&groupname=xmsatelliteradio

In iTunes you can find this option under the "Advanced" menu as "Subscribe to podcast."