Jake Ludington’s MediaBlab has a good set of how to’s entitled Podcasting with Windows (as a consumer of podcasts not as a producer/content provider).

For a good source for how to do a podcast on Windows is actually in a lot of the recent Jimmy Jett podcasts.

I am recording audio on my XP system using a Plantronics USB DSP-100 headset and then mixing the content together not in real time using the opensource Audacity tool (Win/Mac/Linux). 

Doing it real time or "live" like Adam Curry might be a long term goal for improving my skills but at this time I don’t think it works well into my production options.