The iTunes directory unfortunately only lists the last ~10 episodes or so of a podcast. (However far back the author has selected their RSS feed to go.) So you could go back there and add episodes from there if the one you're after is in the last ~10 or so. Strangely, when I tried this before, it actually made another podcast heading in iTunes, as if you had just subscribed to it for the first time. So you'd have like two "this WEEK in TECH - MP3 Edition" entries in your podcasts list.

But in this specific case, the episodes I was looking for were like 30 episodes ago...way back from November, and were too old to be listed in the iTunes podcast directory. So I had to jump through these hoops to get it to show up in there.

Apple really ought to revamp the podcast functionality in iTunes to work a little nicer with this sort of thing.