Please help me with my itunes question!

I downloaded “Oprah and Eckhart Tolle’s A New Earth Online Class.” They are free podcasts but everytime one finishes downloading and it moves to the podcasts I cant find it. It’s like it vanishes. I have been trying everything for the past 4 days but I am starting to get very frustated mostly because my mother won’t let it go. SO If you know where it went and you would like to help please do so before I go crazy!