How to download a podcast without iTunes?

There are direct links to the mp3s in the RSS feed.

For a general way to get a podcast's RSS feed, please check the following superuser question: Get RSS feed from iTunes podcast links

This is how I got it (so you can try it yourself):

1. I Googled Stuff You Should Know RSS Feed and chose the first result.
2. In Firefox, IE, or Safari (basically anything but Chrome), you can scroll through the list and pick and choose the ones you want. To download one, just do a Right Click->Save As. Thanks for introducing me to a great podcast, by the way :-).

I just used this: http://podbay.fm/. You can listen online or download - pretty impressed with it TBH!