The best ways on a portable device are to:
Subscribe with a Podcast application by tapping HERE. (If you have an Apple iOS device, you can simply tap, and you will be prompted to subscribe. If you have an Android device, you first need to get a Podcast app. Here is a list of free ones.)
Subscribe through iTunes U by tapping HERE.
The best ways on your computer are to:
Stream and follow with Soundcloud by clicking HERE.
Stream or download from mises.org by clicking HERE.
Subscribe with iTunes by going to File menu > Subscribe to Podcast, and pasting this address: http://mises.org/Feed/Media/?categoryid=277