Use the free iTunes application to download audio and video
podcasts from iTunes U.
If you don't already have Apple's iTunes application, download it from
Apple's website.
Once the files have been downloaded to your computer you can listen to the files on your computer or move them onto your iPod, portable media player, or a CD.
Note: For additional information about downloading and subscribing to audio and video files see the Apple's User's Guide for the iTunes Application and the Apple iTunes Application Online Tutorial.