Download the podcast using your favorite podcast catcher, such as iTunes, and make sure you get all of the back episodes. If you have a MP3 player and there is enough free space for them, copy all of the episodes to your MP3 player.
Listen to the podcast during your downtime or while doing mundane tasks; be sure you are not too busy to focus on the episode. Most episodes cover one or two common usage or syntax errors, explain why they're errors, and offer suggestions on how to correct them. You might also consider looking at the episode transcripts, so you can see the examples she uses.
Replay episodes you still don't understand. When it comes to grammar, sometimes repetition is the only way to really comprehend a troublesome concept. If the podcast is not getting you where you want to be in your writing, then you may need to purchase a grammar book to get more in-depth explanations of the language's rules and conventions.
Look online or in your local bookstore for a grammar and syntax book, often called a “style guide," that appeals to you. Though obviously no one has read every grammar book ever written, a few are widely recommended. The classic "Elements of Style" by Strunk and White is a well respected and comprehensive guide to English grammar and syntax, but it is a little dry. So, if you are not really interested in language, you might not be able to get through it. "Elephants of Style" by Bill Walsh is a fairly comprehensive and much more entertaining guide to common usage errors. Another, more casual grammar guide that is also very good, and occasionally very funny, is "Eats, Shoots and Leaves" by Lynne Truss. All of these are worthwhile, and it is recommended that you at least page through them at your local bookstore.