they could put the posts in different categories and then use category feeds. A category feed contains only posts of a certain category.
On the page where you can edit the settings of a category is also a section called podPress Category Casting. You can find almost the same option as on the Feed/iTunes Settings page of podPress.
they create a podPress Feed (see Feed/iTunes Settings) for each show. It is possible to set a category filter for each of these podPress Feeds.
Category feeds are standard WP feeds (http://codex.wordpress.org/WordPress_Feeds#Categories_and_Tags).
podPress are additional to the blog but also produced by WP as long as podPress or the option in podPress is active.
A difference between these two types of feeds is probably the URL scheme.