I took a look and there's no way to subscribe to the podcast or grab it as an MP3 that I saw. You have to play it online. The software they use is capable of creating actual podcasts, but it doesn't appear they are using it in that fasion, or you actually have to pay for a subscription to get that feature. It's not like the audio quality was spectactular, so you could probably do a speaker-out/line-in analog recording for your MP3 player. I'm pretty sure that's fair use since they have it freely available on their site and it's for your personal use.
If someone else finds a playlist or podcast download info, I'm sure they'll post it. I only looked for a minute or two, so I could have missed it.
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Experience is a hard teacher because she gives the test first, the lesson afterwards.