[iTunes] Get all episodes of just selected feeds?

[i.am.list.boy at gmail.com]

I like this podcast (Bloggingheads.tv):
http://phobos.apple.com/WebObjects/MZStore.woa/wa/viewPodcast? 
id=97874710

They release about 6-8 podcasts a week, with no set schedule. I keep  
noticing that I don't get every episode.

I know there is an iTunes preference to "download all" episodes when  
new episodes are available. But I would like to be selective, only  
apply that to certain feeds.

Anyone know how?