FTR, you can also actually convert Podcasts into regular old MP3 or AACs if you want to archive old shows (if you wanted to delete the RSS or something).
Just set your import preference to whatever format you want the file to be, the right-click on it and select "Convert to AAC" (or MP3 or whatever you use).
It'll break the association of that file with the Podcast URL, and the file(s) will just show up in "Music" like regular music files.