You can add the podcast for favorite show or DJ from AfterFM directly into iTunes on your computer
First, you need to get the podcast URL which can be found in various places on the AfterFM site, but most easily found directly on a show or DJ page. For example, if you go to the archive page for Honky Tonk Heroes, you can 'right-cick' on the podcast link or the podcast image to get the URL and 'copy link address'
Here is an example of how to grab this podcast URL:
As an example, the podcast URL for Honkey Tonk Heroes is: http://www.afterfm.com/podcasts/country/country.xml
Now that you have the URL, go into iTunes and under the menu item 'File' click on 'Subscribe to Podcast'. Here is what that looks like on a Mac:
After you click the 'Subscribe to Podcast' menu item, you will see a new window / box to paste in (or type) the podcast URL
After you paste in the podcast URL, click OK and you are on your way to podcast happiness with iTunes.
Connecting to AfterFM podcasts is easy on iPhone and iPad. If you don't already have a podcast app (newer devices come with Apple's out of the box), you can download the free Apple Podcast App
Android devices don't generally have a pre-installed podcast app. Thats no big deal because there are lots to choose from (some good ones are free). To get started, try the free Beyond Pod App