I immediately tried to open it in Rhythmbox - it didn't work :(
I copied the link on the NPR page (the one they tell you to copy and paste), and pasted it into a new Firefox tab - a page came up and asked if I wanted to "preview" - I clicked THAT link and it opened in mplayer (plugin) - it's a MP3. Listening to it now....interesting!
Looking around - it looks like most podcasts are OGG or MP3 - you should be able to play them in any of several multimedia apps for FC5...
Maybe someone has another idea of how to "subscribe" to the podcast properly...
HTH,
Chris