Searching on '"error=9006" itunes' in Google throws up a number of instances of this without any clear explanation. Possible causes seem to be using a proxy, using a download accelerator, trying to download too many files at once, using an outdated version of iTunes, having a corrupted copy of iTunes, or a problem at Apple's end. If possible you could check if other people can download podcast (to find out whether the problem is with your setup): other possible actions are reinstall iTunes, contact Support, or just wait a day or so and see whether it clear up.
I subscribed to your podcast in iTunes and was able to download and play the latest episode without any problems. It looks as if the problem is local to you, but it's difficult to offer suggestions - firewall? proxy server? - or has it cleared up for you?
I don't want to seem unhelpful but these appear to be very long episodes (no duration is shown) and I don't really want to take the time to download all four. I managed to do one before: I can't see any reason why the others should be different. It does sound as if you are having a proxy server problem - something which is outside my experience.