iPod Not Necessary
Contrary to popular belief, you actually don't need an iPod for podcasts. A podcast is essentially just a subscription to an audio file library. As long as you can play audio on your computer you can receive podcasts.

1. Get the Software
The first step is to download and install iTunes (if you don't already have it). There's other software out there but you can't beat the price for iTunes (it's FREE). Once you have iTunes installed, then all you need to do is click on the link below.