There are two options that you can do.
1. You have to subscribe to podcasts on your computer and then synchronize the episodes by connecting the device to your computer:
- Start your internet browser on your PC (not on your iPhone / iPad)
- Go to http://www.project-management-podcast.com/index.php/subscribe/free-subscription
- At the middle of the page you will see the subscription buttons
- Click on the subscription button for iTunes
- iTunes will now be started on your computer and The PM Podcast is added to iTunes on your computer
- Click on the "Get All" button to download all episodes
- The next time that you connect your iPhone / iPad then iTunes will automatically synchronize the downloaded podcasts over to your device
2. Second option:
- Install iTunes on your iPhone/iPad
- Click the "File" Menu and select "Subscribe to podcast"
- Copy paste the url - http://www.project-management-podcast.com/pm-podcast.xml and click OK.
- The free episodes will now appear.
- Click the Download arrow to download.