1. A media player for acquiring and reproducing media program files which represent episodes in a series of episodes as said episodes become available, said media player comprising: a digital memory, a communications port coupled to the Internet for transmitting data requests for data identified by specified URLs, for receiving downloaded data identified by said URLs in response to said requests, and for storing said downloaded data in said digital memory, a processor coupled to said digital memory and to said communications port for performing a sequence of timed update operations, each of said update operations comprising: downloading via the Internet the current version of a compilation file identified by a predetermined URL and storing said current version of said compilation file in said digital memory, said current version of said compilation file containing attribute data describing one or more episodes of a series of episodes, said attribute data for each given one of said episodes including one or more episode URLs identifying one or more corresponding media files representing said given one of said episodes, processing the content of said current version of said compilation file to identify attribute data describing one or more newly available episodes in said series of episodes which were not described by attribute data found in a prior version of said compilation file previously identified by said predetermined URL and previously downloaded by an earlier one of said sequence of timed update operations, and downloading one or more new media files identified by one or more URLs in the attribute data describing said one or more newly available episodes and storing said one or more new media files in said digital memory, and an output unit for reproducing one or more of the media files representing episodes in said series at the request of the operator of said media player.