a) A Podcast reader and (sometimes)
b) A music player program
Podcasting is way of distribution MP3 files in a subscription (RSS) manner that basically means you don't have to do much to download the song. Rather than the "old way" of having to check to see if a website had updated their MP3 downloads, the iPodder software will automatically check for your favorite content and download it while you are just sitting back eating some potato chips or investing in high risk technology investments (or whatever you do).
We've listed some, but not all of the programs you can download, and Apple has recently announced that their premier music program iTunes will soon have podcasting capabilities. If you know of some more, feel free to let us know.