You don't have to sit at your computer to listen to this show, or any podcast. The reason they're called podcasts is because you can download the show and listen to it on your MP3 player (iPod, Zune, Creative ZEN) like a song, and listen to it anywhere you go.
1.) Underneath each show description you'll see this link that says "right click here to download."
2.) Right click, and in Windows (probably other OS's also) you'll get a drop down menu. Highlight "Save As" and left click.
3.) A window opens, allowing you to choose where on your hard drive you want the show file to go.
Once the show is on your computer, which should take a couple of minutes at the most, it's time to move it to your MP3 player.
4.) Connect your MP3 player to your computer with a USB cable.
5.) Right click on the file, and one of your options should be "Send To." If you don't see that, you can also go to your Start button, then My Computer, and your MP3 player should be recognized by Windows or whatever you're using. You can just click and drag the MP3 file into your MP3 player.
6.) Now, once you disconnect your MP3 player from your computer, you should see "Art Howard" in the artist list on your player, "Art Howard at Night" as an album and then the show. Now you can do the dishes, fold laundry, or exercise with Art in your ears!