Simply copy the above link, then go to the Advanced menu in iTunes and select the "Subscribe to Podcast...." option paste in the link you copied in here. If using different software consult its documentation.
The most popular Podcasting software is Apple's iTunes click here http://www.apple.com/itunes/download/ (version 5 or better required). Alternative software options may be found here http://www.podcastingnews.com/topics/Podcast_Software.html
Note Rail Users Ireland does not makes any guarantees or endorse the suitabilty of any software to access this service.