Hey nashienet,
this is one of those queries which has a 2 part answer:
Can the OSD? Yes. Does it? No, until someone writes the software to do it. It shouldn't be hard, you need simply to parse some RSS - plenty of open source parsers out there, and run wget to download the latest podcast to some storage the OSD has access to.
You'll see by looking through these forums all the ideas that people have for the OSD, and it can perform most of them if someone takes the time to implement the ideas in the software.
When
Project Lobster is up and running, it'll be even easier to add such features.
-G