Moving podcasts from itunes to Ipod Nano

I've been trying to move some podcasts of the Bruce Williams Show to my Ipod Nano. I was able to transfer the first one on the list, but can't figure out how to transfer the rest. I'm new to podcasts. This is the site I'm trying to transfer: http://www.rmrnetwork.com/rss/bwrss.xml. Thanks for your help.

rskover