Welcome to They Might Be Giants podcast!
You should know:

1a. You don't need an iPod
1b. You can download these programs to any computer and listen to them through any MP3-playing device.
1c. All you need is an iTunes-like program installed your computer, which is a free download

2a. They Might Be Giants podcast is also entirely free.
2b. Subscribers can expect a new podcast about once a month. Every month or so They Might Be Giants creates a podcast - really a radio special - that includes exclusive new material, unusual songs from the vaults and other unique features. Hosted by public radio's beloved Cecil Portesque, the program's producer and archivist is Julian Dufy.

This is the direct link to subscribe
and will work from a Mac OR a PC as long as you have an iTunes-like MP3 program installed:

phobos.apple.com/WebObjects/MZStore.woa/wa/viewPodcast?id=105708952

If you don't have iTunes software installed, go to
www.apple.com/itunes/download
to download the latest version now for free.

If you have never podcasted before, you might want to check out your iTunes application (MAC or PC) and click on the "Podcasts" button.
Under "advanced" select "subscribe to podcast"
then paste this link in the field:
http://www.tmbg.com/_media/_pod/podcast.xml

If your browser is set up for rss feeds
you should be able to simply click on this link to play the mp3 file through your browser or default rss reader:
http://www.tmbg.com/_media/_pod/podcast.xml