So after figuring this out, I then tried to think of how I could use the integrated 802.11b/g WiFi to download podcasts directly to the device. I thought of the RSS aggregator I use, and then after checking it out I saw how I could create a podcast folder and subscribe directly to lots of podcast feeds. This now allows me to download podcasts directly to the storage card on my Dash.
The last thing to figure out was how to plug in headphones and listen to the tunes. Unfortunately, the Dash doesn't have a 3.5mm or even 2.5mm headphone jack and instead uses a special miniUSB connector. I could use the headphones that came with the device, but would prefer to use the Infinite Ears super.fi 5 Pro earphones I purchased. I found some sites that show how to make an adapter yourself using a solder gun and may have to make one soon. An even geekier solution that allows me to keep the phone in my case is to use the A2DP Bluetooth profile and a set of Bluetooth stereo headphones. I tried this and it works well, although the sound quality isn't as great as a direct connection to a high quality set of earphones. I now have to look for a cheap 2GB microSD card so I can load up lots of tunes. If you want to carry your music and podcast connection with you along with having your mobile phone, then you too may also want to consider the T-Mobile Dash.