Podcasts can be really helpful when learning a language. You can download them and listen to them when you are driving, walking your dog or cooking!
Here's a selection of free Spanish podcasts that can help you with your Spanish:
Learn Out Loud offers a section with Spanish podcasts. Just click on the Play button to listen to it or, if you want to download it, click on the title of the podcast (in blue). This will take you to a new page with a "download" option. Right click and "save as".
Notes in Spanish. Marina, a woman from Spain, will teach you Spanish. You can listen to her and download the podcasts, it is free. But you'll have to pay if you want to get the worksheets.
Voces en Español offers free podcasts and you can also download them. Includes both, Spanish from Spain and from America.
SpanishPod offers access to their Newbie mp3 lessons using the free membership.
Multilingualbooks.com offers free Spanish podcasts (biligual). Click on any link to listen to it, or right click to download.
The Independent includes a collection of podcasts. It seems the only have beginners level for now.
The podcasts mentioned above are just a sample for what you can find on the internet. Just go to your favourite search engine page and look for "Spanish podcast". This is a really funny and productive way to improve your Spanish for free!