If you click the Subscribe or Get Episode button in the iTunes Store & it doesn’t download, the website that provides that podcast may be offline, busy or blocked. Select Podcasts and then click Refresh to try again.
If you subscribe by entering its URL and the podcast doesn't download, the URL could be wrong. Check the page. Look for RSS or XML
Some podcasts on the Internet may use files that are incompatible with iTunes. For more information, contact the podcast producer.
BUT remember copyright laws. You can not post copyrighted music on your Webpage. While it may be very tempting to upload commercial music to your website using the podcast feature, please be aware of copyright restrictions. As a general rule, downloading or streaming music from the internet is illegal unless the copyright owner explicitly allows free downloads. Please respect Intellectual Property Rights.
For more information of copyright issues - including fair use for educational purposes - visit http://wiki.creativecommons.org/Podcasting_Legal_Guide
Many people won't even try to print anything from iTunes--after all, it's not used to create any kind of document. But if you do select an album or playlist and hit Control+P, you'll find a clever dialog box that lets you print various kinds of CD sleeves, including album artwork and neatly formatted track listings. In full color, if you want.