Be aware that iTunes defaults to downloading only the first file each day. Other files available are listed with a "GET" button next to them when the grey arrow to the left of the podcast title is pointing down ("expanded view"). Press the "GET" button, and each file will arrive in moments. This lets you decide how and when you receive your files. Alternately, you may click the grey "GET ALL" button next to the title of the podcast to begin downloading the entire past week's podcasts all at once.
You can also change your settings to automatically download these files when they arrive by following these instructions:
Click on "Podcasts" on the left side of the screen. Click on the name of the program you are attempting to podcast so it appears highlighted. Click on "Settings" at the bottom of the screen and make sure the settings match the ones below:
Select > Check for new episodes: Every Hour
Make sure the "Use Default Settings" box is unchecked
Select > When new episodes are available: Download All
Select > Keep: All episodes