DownloadAzureFriday.ps1

mkdir "~\Desktop\AzureFriday"
cd "~\Desktop\AzureFriday"
[Environment]::CurrentDirectory=(Get-Location -PSProvider FileSystem).ProviderPath
$a = ([xml](new-object net.webclient).downloadstring("http://channel9.msdn.com/Shows/Azure-Friday/feed/mp4high"))
$a.rss.channel.item | foreach{  
    $url = New-Object System.Uri($_.enclosure.url)
    $file = $url.Segments[-1]
    "Downloading: " + $file
    if (!(test-path $file))
    {
        (New-Object System.Net.WebClient).DownloadFile($url, $file)
    }
}

the fun thing about this is that you can change the feed and the folder names and download any podcast... nice one!

I wrote a ruby version https://github.com/tparnell8/AzureFriday

Here is my version with BITS! https://gist.github.com/rchaganti/47bd453b04b65eff457f

Here is my version based on @rchaganti but with proxy support. https://gist.github.com/marcelodeaguiar/857f35114b15f4015ff9

@marc, Nice! Here is what I do before using Proxy Credentials. I check if the session really requires Proxy authentication first. If so, I set the WebClient Proxy properties as well as the PSDefaultParameterValues for Start-BitsTransfer cmdlet.