In iTunes its really easy. Open iTunes and go to Advanced -> Subscribe to Podcast and paste in the above URL and you should be good to go. I imagine the process is similar with any other podcast aggregator software.
Also, don’t forget you can always visit the site from any iOS device as we’ve optimized the site for those devices. You can even play our embedded videos. All you have to do is rotate your iPhone, changing its orientation, and the black box you see should now have the “play” button in it for you to watch and enjoy.