In very simple terms a Podcast (a mixture of the words 'iPod' and 'Broadcast') is a way of subscribing to audio or video files so that they are downloaded automatically to your computer as new files are made available. In order to subscribe to a Podcast you need some software on your computer, the most common software being iTunes but there are also many more.
Don't worry, you don't need to have an iPod to listen to a podcast, you can do this on your computer or on any music player that supports the MP3 format for audio or the H.264 format for video. You can read more about Podcasts on the wikipedia 'Podcast' page.
UKEO offers an audio podcast feed, you can either subscribe using an application like iTunes or other similar software, it is also possible to subscribe using a modern web browser such as Firefox, Internet Explorer 7 or Safari. The URL for the UKEO Podcast is http://ukeo-uk.com/media/rss.xml.