I thought it was just a bad day, but I've since retested it a number of times on a number of my devices (Boom, Duet, Squeezeplay etc).

I'm using the Podcast player application, and have got the following feed:
http://feeds.thisamericanlife.org/talpodcast

Here is the information from the Web Interface, - you'll note the 0MB file size. Yet if I paste that URL directly into my browser it does return a full mp3.

Date: Sun, 18 Jul 2010 18:00:00 -0500
Description: Back in the 1980s Michael Larson made the most money ever on the game show Press Your Luck. And it was no accident—Larson had a plan to get rich that surprised everyone: The home viewers, the show's producers and mostly Larson himself.
Summary: Back in the 1980s Michael Larson made the most money ever on the game show Press Your Luck. And it was no accident—Larson had a plan to get rich that surprised everyone: The home viewers, the show's producers and mostly Larson himself.
Link: http://feeds.thisamericanlife.org/~r/talpodcast/~3/J1c-v2MFta4/Radio_Episode.aspx
Enclosure: http://feeds.thisamericanlife.org/~r/talpodcast/~5/CECA7TpcMF4/412.mp3
0.00 MB
Duration: 00:59:00