I want to play one podcast only on iPod Touch, but they play in series one after the other
With iOS 4, you can make a playlist directly on your device. Go to the Music app, then Playlists, then "Add Playlist...". Type in the name for the playlist, hit Save, and you're presented with a screen to add items to the playlist. Select "Podcasts" (by default, it's found under "More") and select the item you want to play. Tap "Done".

You're all set - just select the item from the playlist and only that item will play.