The advantage of a podcast is that it is an RSS feed, so you can subscribe to it and then use your iPod/podcast subscription software to download any updates.
aithine has a marvelous intro to using podcasts here:
Subscribing to podcasts for dummies
Personally I use Juice on my PC, but iTunes is the other way to go.
Hope this clears up the confusion (I was clueless too until several people helped me along).