The easiest way to subscribe to the weekly podcast is to open iTunes on your computer, and in the "Advanced" scrolldown menu select "Subscribe to Podcast." Then copy and paste this link into that box and iTunes should take care of the rest. iTunes will automatically update your iTunes and iPod with a new episode as they become available.
http://www.sandhillschurch.org/DesktopModules/NukeSyndicate/feed.aspx?tabId=114&mid=571&cat=All