To subscribe (which means the zune software can download & sync episodes for you automatically) you need the RSS feed. Perhaps someone at the church can provide this...but you are right, you cannot get to it from the site link you posted.
Your next option is to download episodes manually and put them into the \podcasts subfolder in your zune folder (open the software, click settings, then collection. You should see the monitored folders above, and the zune folders just below that.) If that sub-folder doesn't exist, you can create it (but if you have any podcast subscriptions, it will be there. Create a folder inside that one- like \Calvary- and put the episodes there.
You will then see them in the correct location in the zune software, and you can probably set the sync settings to your preferences by clicking 'series settings' with the Calvary podcast selected. But, you will have to manually download episodes, and manually delete them from that folder when you no longer want them.
Suggest to your church that while many folks have iPods and therefore use iTunes, not everybody does...! It is easy for them to provide the RSS feed on their site, plus if they submit it to MS, the zune marketplace will carry it as well.
(If you search on Calvary in the zune software now, you will see 43 Calvary podcasts already carried.)
