add a certain episode to Podcasts app
(Assuming you have the latest iTunes version)


If you don't already have the desired episode in your computer's iTunes library, download it from the iTunes store.
Connect the iPhone (either via WiFi or USB cable) and go to the podcast in the iTunes library. Drag the episode toward the right side of the screen. A sidebar should pop up and your iPhone should be listed under Devices. Drop the episode onto your iPhone.
It'll begin syncing and the episode will be copied over.


Once you finish listening to it, it will be deleted from the iPhone the next time you sync because of your "10 most recent unplayed" settings. Depending on iTunes settings, it may or may not also be deleted from your computer's iTunes library.