Most people call them podcasts, but since you don't need an iPod, some call them netcasts. They are audio, or video, files that you can download or have a program download automatically for you. Think of them like radio or TV shows.
The RSS feeds that I made reference to in a previous post are also useful for subscribing to podcasts, that's what I mean by having a program download them automatically for you. Basically you need to find a podcast that looks interesting, and subscribe to it. To subscribe I recommend iTunes, but there are many other programs. Or you can listen to, or watch, them just by going to their web page.
Finding interesting podcasts may be an issue if you don't live online as much as I do. I'd recommend starting with CBC's lineup, I like Comedy Factory, Quirks and Quarks, and Search Engine. If you're into technology, try This Week in Tech. If you have kids, Jumping Monkeys. For Science, Science Update.
For video podcasts, try TED talks, Ask a Ninja for comedy, Tekzilla for technology, Experiment of the Week for Science, or many others.
Remember, you don't need an iPod, or even a portable media player to listen to or watch podcasts. You just need a computer and a connection to the Internet.