You'll need to get some sort of "podcatcher" software. The most common one out there is iTunes. You can get it for free and works for Macs and PCs.

Once you have the right software, you just need to give it our RSS feed to subscribe. In iTunes, you click on "Subscribe to Podcast" in the "Advanced" menu. If you're using another program, you'll have to figure out the details on your own. Copy and paste our RSS feed URL (http://nexttuesday.libsyn.com/rss/) into the program and you should be all set.

Now all you have to do is find yourself a dark, quiet place and enjoy your bedtime story...