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Podcasting makes time shifting downloadable audio or video a piece of cake, as long as you have the right tools. At the most basic level, you subscribe to a broadcast channel using iPodder, which watches for updates to the channel and automatically downloads new files to your PC or Mac. At the moment, full automation of the process is the process is possible only when using iPodder in combination with Mac OS X, iTunes, and an iPod. In the Mac OS X scenario, iPodder not only downloads new content, it automatically transfers the content to an iPod connected to the Mac. iPod owners connecting via Windows get automatic downloads, automatic population of the content in iTunes, but must manually initiate the transfer from PC to iPod. If you don't have an iPod (which probably means you also aren't using iTunes), the auto-download still works, but there's no interaction with Windows Media Player at this point, and there's no automated transfer of content to any non-iPod portable device."
If you don't podcast you are really missing out on a great service. Most software is currently designed for iPods, but Jake Ludington has an article on podcasting with Windows Media. While podcasting can be iPod centric, the audio feeds are all in mp3 format, allowing you to listen to the feeds on any device.