Find my two podcasts here:
http://feeds.feedburner.com/blogspot/thegap
In itunes, next to the File menu, click on Advanced and then Subscribe to Podcast. Copy/paste the above url into the window that pops up. There should be two podcasts/episodes, but when I first linked my itunes, it only downloaded one of them. In order to get the second, it's easiest to do from the list view (change this from the buttons to the right of the "now playing" box) and then you should be able to check off both episodes. Then all you have to do is sync them up to your ipod.
Other mp3 players such as the Zune or Zen should have comparable steps. Most interfaces should make it pretty easy to do. Call me if anything is fishy!