Is it possible to run a little application on he server that redirects
you to the actual podcasts, ie. the iphone app calls the app on your
feeds.mydomain, which in turn redirects it.
Some webservers allow you to configure them in a way that will allow
cross domain.
http://developer.yahoo.com/javascript/howto-proxy.html
Or as someone pointed out you could write a native application, just
make sure you include enough functionality that can't be duplicated in
safari. To avoid rejection.