Does your playlist of favorite podcasts run longer than you have time to dedicate listening to them? If you can get past the chipmunk voices, try increasing the play back speed. You can reduce the play length by up to 20% before it gets too obnoxious.
If you are using a Windows Mobile Device you will not be able to do this with the mobile version of Windows Media player. Try using a media player such as TCPMP (The Core Pocket Media Player).