Dea, here's my best attempt to describe the process... if you need more details let me know.
Assuming you have iTunes 7:
-click on "iTunes Store" in the menu on the left
-in the top right hand corner there's a search box that says "Search iTunes Store" under it, search for "Couch to 5K"
-in the upper part of the window, where there are titles with little icons next to them, one result should be "Podcasts for running" -- click the icon
-in the bottom half of the window, there's a list of all the different workouts -- click the "get episode" button all the way on the right to download each workout that you want
-once they're done downloading, you can sync them to your iPod and you should be able to listen to them!