I struggled a bit trying to look up on the web for help on downloading free podcasts that are available on iTunes. The help online were confusing. None was clear.
So trying it on trial and error basis was the best. Here is how:
Please look at the picture on the left.
You have to just left click once on the 'free' button that is under 'price'. The links that indicated had help on how to download these podcasts only talked about subscribing to them.
Once you download them, they are saved under iTunes-->iTunes media-->iTunes U.
For those of you who know this, it may sound very simple but for those who are just beginning to figure out, I hope it helps.