The directory is very badly organized. If you click on "Podcast Directory" it's a simple list of shows, scrolling to the bottom of the screen you see it goes on for 189 pages. There are about 6 categories, click on one of them and you see you have 89 pages of show listings to wade through. Obviously the directory won't help you find what you're looking for.
In a show listing, they do show each episode. It seems they make a copy of the media file, rather than linking directly to the podcasters copy of the media file. This seems to me a scummy thing to do.