The video is a large file and could take up to six or eight minutes to download with a DSL connection. For slower connections it will take longer, and it may appear that nothing is happening. So, don't give up.
The podcast is available at the iTunes Store. There is no charge. Go to the iTunes Store, do a search for RajCast and listen. Or, you can subscribe and have the new ones automatically download to your computer whenever you go to the iTunes Store.