Here's a step by step procedure on how to transfer the radio shows to your iPod using iTunes on a PC computer:

1. Plug in the iPod to your computer (using the USB connector)
2. Insert the MP3 CD-ROM into your computer
3. Start the program, iTunes (if it hasn't already opened automatically)
4. In iTunes, choose the menu File > Add Folder to Library
5. Open the folder of MP3 files from the MP3 CD (typically on the D: drive)
6. All the radio shows you imported will now appear in the music library (usually on the upper left of the iTunes window)
7. Click on your iPod (on the left side of iTunes)
8. Select File > New Playlist (which you can rename OTR if you like)
9. Click on the Library icon on the upper left and locate the radio shows you want to transfer to the iPod; drag and drop these files into the new playlist you created

Your iPod should now sync itself and the radio shows are available for away from the computer listening!