As mentioned in Zune-Online, subscribe and unsubscribe options are now made available with all Podcast files.
How does this work? It's fabulous.
If someone shares a Podcast with you and you like what you hear, you can subscribe to the Podcast right within the Zune device. The next time you sync up your device with the player, you will be subscribed to that content.
And the converse is true as well. If you don't like what you've got, you can unsubscribe from the device too.
Great job Zune team. This device continues to get better and impress us more and more.