Hrm.... Sansa is integrated with Windows Media Player...?
            http://www.microsoft.com/presspass/press/2006/oct06/10-30WMP11WinXPPR.mspx

Juice (previously "iPodder") downloads to specific folders, WMP has those folders in its library, and is set to "monitor folders"
            http://www.nogeekleftbehind.com/2006/08/04/got-juice/
            http://www.podcaster.fr/?2005/12/17/93-how-to-handle-podcasts-with-a-windows-mobile-smartphone
                    In WMP, right click on Library tab, select "Add to library", and there's a whole list of folders it monitors.


But what about video podcasts??