The technical side of things shouldn't present you with any great difficulties. (i.e. downloading podcasts to your iPod should be easy enough). However, you need to be aware that radio dramas aren't usually available as podcasts. This is because the BBC would have to pay the production companies more money to include internet broadcasting rights. You can find out which BBC programmes are available as podcasts here:
http://www.bbc.co.uk/radio/podcasts/directory/
If a programme isn't available as a podcast, you'd have to use suitable software to record the audio stream, in MP3 format, from the BBC website (either live or using the 'listen again' feature) and then transfer it to your iPod. Unlike a podcast (where the whole file is sent to your PC and iPod within a short amount of time), that would mean that it would take the full hour and a half to record a 90 minute play.
Chris