The easiest way to have podcasts automatically downloaded to your Windows or Macintosh computer is to use iTunes software (free for Mac and Windows). If you used iTunes to find the podcast, you can simply click the button. See how in this video from Apple.

However, many podcasts are not listed in iTunes' directory or you may have found the podcast elsewhere. Another way to subscribe with iTunes is to look for a small icon (also known as a badge) that says iTunes. For example, if you click this badge , iTunes will open a window where you can click the button for the Radio WillowWeb podcast.

Unfortunately, many web pages for podcasts do not have the iTunes badge, but most have either an , ,or badge. Clicking the badge will show you the RSS feed for the podcast. If you drag and drop the badge from the web page into the iTunes Podcast window, iTunes will subscribe to the podcast and automatically download the latest episode.

Another way to subscribe in iTunes is to choose "Subscribe to Podcast" from the Advanced menu in iTunes. You will need to copy the RSS URL address and paste it into the window.

Apple has a short video tutorial titled Get Free Podcasts.
For a more information about podcasts in iTunes, read The Complete Guide to iTunes' Podcasts from iLounge.com.
Watch a free online movie about subscribing to podcasts using iTunes from LearnOutLoud.com.

You can also subscribe to podcasts using QuickNews ($14.95) for Palm OS or PocketRSS ($4.95) for Windows Mobile. These applications are nice because it's easy to download podcasts right onto the handheld. However, both of these applications work best with WiFi-enabled handhelds.