You listen to podcasts using a podcast client or podcatcher.
For windows:
Doppler
and many others.
RHNet says:
Heres what I do for my podcast (Geek Life Podcast). I use skype and two PCs on my end. One is running audacity and skype with the mic muted and recording the stereo. I talk on the other one with skype on a seprate account. Then I add to the confrence the people I want to have an interview with. This does not create any echo. I used it just yesterday with skype out and it worked great.