A podcast is a digital media file(s) (either audio or video) that is subscribable, released episodically and often downloaded through web syndication (RSS). From http://en.wikipedia.org/wiki/Podcast.
You can listen to a podcast on your portable media player (iPod, iPhone, Zune, other MP3 player), your computer and many other devices. You can get podcasts through software, like iTunes (which will download the newest episodes automatically) or on your computer or listen to them directly from Web. See some of the podcasts I listen to, maintained in iTunes, below:

iTunes Screenshot
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