I just put " http://www.kalzumeus.com/feed/atom/ " into iTunes and it worked. YMMV. I'm not sure what the option is called in English and don't know if other clients will play well with Wordpress' atom feed.

Worked for me too. On a Mac:

iTunes > Advanced > Subscribe to Podcast

Ha, I literally came on to say the same thing. Yes, I can confirm that this does indeed work.

http://www.manythings.org/podcasts/how_to.html

BeyondPod on Android has no trouble downloading the audio from that feed (it does show all posts though).