The most recently added podcast appears below by default. To browse earlier podcasts, click on the "Posts" button. Then click on the podcast you'd like to listen to, and it will begin playing automatically.
Why not subscribe to NHLA's podcasts. You'll receive notification anytime a new podcast is made available here. Just click on the "Get Podcast" button in the widget, and you'll be taken to a page where you can subscribe to the podcast via iTunes, email, or your iGoogle or My Yahoo! home page.