The Microsoft Zune website still doesn't have podcast support that's as good as iTunes, but the Zune nation does seem to be limping toward easier podcast downloads. Take a look at its "Pass It On" page, and if you follow the NPR Podcasts link and click on a podcast within, you'll see a button labeled "download to Zune".
Zune still doesn't have a huge aggregation of podcasts where you can click to subscribe to your choices, but at least it's a start. But how hard can it be to list podcasts and then let people click a simple button to subscribe to them? Is there a patent issue here?
Zune to have Podcast Support [Zune Info]