How to Capture Podcasts in ITunes

OS: Windows XP Media Center

I am a newbie with a very basic need. I think, anyway.

I listen to podcasts via my IPod but oftentimes can only get them streamed to my computer. Since the whole point of the IPod is to be able to listen to the podcasts away from the computer, I need to know what to do to capture/download the streaming podcasts. What software do I use that is EASY & that will work with ITunes?

Also, why are some podcasts downloaded while others are streamed? If streamed podcasts cannot be downloaded & transferred to a portable listening device, doesn't this defeat the purpose of having files one can access on-the-go? Is ITunes more limiting than software used for other mp3 players?

Thank you. I have been struggling with this issue for months but had no idea where to go to even ask this question.

Again, thank you. Any assistance will be greatly appreciated.