Here is THCB’s first podcast. You can listen to it here by clicking on this link — Eric Novack interview, and telling it to "open" when it asks you. That should make the file play in your MP3 player of choice. But the real idea is to get your iPod aggregator (I use iPodder) to move it to your MP3 player of choice, by aiming at the RSS feed here. And then get out of the house and still listen.
All I did was record an interview over Skype using Total Recorder and then had it saved as an MP3 file. Once I saved that up to my hosting service (easy) I figured out how to put it in my RSS feed (much harder, or at least harder finding out how to). You can either point your podcast aggregator (like iPodder) at http://matthewholt.typepad.com/the_health_care_blog/rss.xml or you can get it by looking at the "Subscribe to my podcast" line next to the site feeds in the right sidebar.