Thanks, Tarfhead.
I tried that, selected the file, which I had saved to the Desktop, and clicked OK, but nothing seemed to happen. The file certainly didn't end up in the iTunes library as I had expected it to.
I tried it with a podcast I had downloaded from the BBC and that worked OK, although without video, as the file is supposed to be a Video Podcast, but at least i got the audio which was more than I got with the rte file. Is there some issue with licencing or something?
(As you may guess, I only got an IPod recently, so this is new to me.)