A podcast is a digital audio file, that is available for download over the Internet. Orginally, podcasts were used on Apple's portable music player, the iPod. By combining iPod and broadcast the term podcast was created. Podcasts are unique in that they aren't a live, streaming technology, such as live radio. Podcasts are typically individual files of pre-recorded audio.
You can listen to podcasts on a PC or MP3 player. You can use a PC based player, such as Windows Media Player or Apple Quicktime. Simply click on the podcast and your media player should open and begin playing the file. If it doesn't, the file association on your computer for an MP3 file may be incorrectly setup. The easiest way to fix this is to simply download and install the latest version of a media player using one of the links above.
The easiest method is to simply right click on the podcast file (open apple click for mac users) use the following option: