Here is a shot of the home screen. From here you can select the episode you wish to listen too.
If you simply click the play button the episode will start to play. This works over wifi or 3G, which is nice when away from a wifi connection you can still get your Filmspotting fix. If you play the episode this way it will stop if you try to use another app on your phone.
However if you would like to listen while doing other things on your iPhone you must start the episode using the "background" function.
Here is how to do this:
From the list page (shown above), choose the show you want to listen too. This will bring up the page for that episode. From this page you must choose the "extras" link at the top, right.
The extras page will appear. Choose the "Background Play" option and the show will open in Safari allowing you to listen while doing other stuff on the iPhone. You can also change your phones wallpaper to the Filmspotting one, visit the website, or email a friend about the app.
note: for those outside the US, on fixed data plans, be warned that streaming episodes via 3G will use a significant amount of data.