This works fine without iTunes.

Open the link David suggested you (i.e. your personalized feed) in Internet Explorer.

Click on the star symbol (top right in IE 9 and 10) - that will open a pane with three tabs - history, feeds and favorites. Select the feeds tab and click "Subscribe to this feed...". In a little while you will see in the top right corner a small square frame that says "Displaying 200/200" and some other stuff. Under that frame there are two links; one of them says "View feed properties...". Click there and in the window that comes up, you will need to select "automatically download attached files" and "keep maximum items". Once you've done downloading, you can click "view files" on the same window.