I prefer to use a very simple bash script called bashpodder that I heard about listening to The Linux Link Tech Show. It's a very simple and elegant script that one of the guys on TLLTS wrote.

To get started, make yourself a directory (preferably on a partition with lots of space) to collect your podcasts in. I use "/share/podcasts". Next, I make a directory inside that one called "bashpodder". This will hold the script and it's config files. Now go to the bashpodder link above and right click on the following files and select "Save Link As" and save them in your bashpodder directory.