Your first step is to click on the button shown left.
When you click on this button, you will be given a message saying you're being transferred to iTunes:
Depending on your internet browser, you might get a pop up window like this one:
In this case, click on "Launch application".
iTunes should now open and you'll be taken directly to the Just Vocabulary page within the iTunes store:
You can now read a bit more about Just Vocabulary and see the list of episodes available. The crucial part now is clicking on the SUBSCRIBE button.
When you click on SUBSCRIBE, your computer will ask you for a confirmation.
Confirm your subscription by clicking on the SUBSCRIBE button.
When you click on SUBSCRIBE your computer then connects to the iTunes Store and begins to download the most recent episode. Now go to your podcasts by clicking on Podcasts in the iTunes menu:
This is then displayed in your Podcasts menu within iTunes.
From the image above you can see that the episodes listed in black are episodes which are now stored on your computer. Episodes in grey have yet to be downloaded, although this will depend on your podcast settings within iTunes Preferences. Now that you're subscribed to Just Vocabulary all new episodes will automatically be downloaded to your computer, and indeed to your iPod, if you have one.
To get any previous episode, click on the button GET next to any episode. Or click GET ALL to download all shows at once.
And that, theoretically, is all there is to it!