After you have downloaded and installed iTunes from http://www.apple.com/itunes/download/
Click on "iTunes Store" then type "Dave Ramsey" into the Search box.
Now Click Subscribe.
Everyday you turn on your iTunes you should get a new 40 minute Dave Ramsey radio show episode. If it does not automatically download, right click and select "Update Podcast."
Now attached your iPod.
It will show up in the left.
Click on the podcast tab to make certain your iPod and computer Sync.
If you don't have an iPod you can listen to the podcasts from your computer by pressing play.
There are a lot more podcasts out there.