After adding a new podcast to Rhythmbox it starts downloading the newest episode automatically without asking the user for permission.
I do find this behaviour pretty annoying especially when you have a lot of podcasts and are using 3G broadband to access the internet.
Can you update the podcast feed and then choose manually which episode you want to download? Did not find this in the settings/preferences…
Run Rhythmbox then Edit menu — Preferences — Podcasts tab — Check for new eposodes and select Manually.