Get Doggcatcher. I'm dead serious this is the best $8 dollars I have ever spent on a single app. (If your really into podcasts.)
It can download your podcasts for you directly to the phone. Unfortunately it doesn't prevent other apps from seeing your podcasts, which means they you will continue to see them when your using your music app. With doggcatcher you don't even need your music app to listen to podcasts simply because it has it's own player built in.
This is by far the most used app on my phone.
I can't recommend this app enough.