Subscribing to Podcasts in Windows Media Player
It isn't possible. Media player doesn't support podcasts. Get the Zune player instead. It has great podcast support. You don't need a Zune to use it either.
I use iTunes personally, works well on Windows and OS X.
I know you stated that you dislike iTunes on Windows, but I like it, regardless of platform.
You should just give it a go, especially if you have not used it recently. iTunes for Windows has really been polished up to make it harder, better, faster, stronger.
iTunes also has a massive repository of Podcasts in it's iTunes Online Music Store. I suggest you give it a look.
