I am sure that there are options for the Windows users of the world, but DTV is a Mac thing (Windows version "soon"). Its a program (free=very good price) that tracks and, if you tell it to, downloads podcasts for you. I guess if you have one of those new-fangled iPods with Video you can even put the vids on your new iPod from here.
Its a pretty cool program, but my favorite part is a podcast that is available via this program called Channel Frederator. Its cartoons! Free! Its cool stuff. Check it out.
You can download episodes directly from the C.F. site as well, then vote on the cartoons in the episode (after a very painless sign-up/login process).