Podcasts not downloading - only streaming

I have just started using iTunes for podcasts. I have the default settings set to:

Refresh = every day

Limit episodes = Off

Download episodes = On

Delete played episodes = Off

However, my podcasts have never been updated, and do not update even after I select the "refresh" button.

I can only listen to my podcasts by streaming them - the do no download automatically, and I cannot download them manually.

How do I get my podcasts to download to my computer?