If you want to keep using iTunes, you will have to
download Steve's podcasts from his Blog (use the down arrow to the right of the podcast in the MP3 player) and then import them into iTunes. The import function is under the 'File' menu, at least it is in iTunes 7 under OS X. I found out the hard way that iTunes does not support 'drag & drop', which is surprising since Apple popularized that method of file manipulation oh so many years ago.