I have started downloading podcasts of Italian lessons to my iPod and it is working very well. I can listen to the podcasts while I am taking a walk or traveling. Of course, people look at me oddly since I am talking to myself while I walk. There are a bunch of free podcasts you can subscribe to at iTunes if you have an iPod.
Many sites other than iTunes also offer free and subscription based podcasts. I subscribe to the free ones and if I like them I either make a donation to that organization or if they have a higher level subscription rate that adds value I will buy that.
Here are some that I have found helpful:
Learn Italian Pod – The Learn Italian Podcast is a little more advanced but still worthwhile for beginners
Let’s Speak Italian – This podcast is for the true beginner
Inside Italian – This podcast is also for the true beginner.
Repubblica Radio – This is a radio broadcast that you can either download or listen to on your computer. As I said I have an iPod and can download from iTunes. I have no idea how to download with other mp3 players. This site provides you with some help on how to download: Learn Italian. This is all in Italian, no english.