I’ve always been a big laptop user too. The best way I’ve found is to use the iTunes feed, and bookmark the lessons you want to download. To streamline the bookmarking process, you could go to your dashboard, find “More,” and then there’s a “Library List” option. You can filter the lessons you want to download, then go down the list clicking “Bookmark Lesson” over and over.
Once the lessons finish downloading into iTunes, I then select them all and change the “Media Kind” to “Music” instead of “Podcast.” That moves them into my permanent library. I’ve found that if I don’t do that, they end up disappearing at some point for one reason or another.