RIM or the UK Carriers have disabled some of the functionality of the Podcast and Ringtone apps.
See the Vodafone forum here
The podcast and ringtone apps cannot download over the air or wifi on UK 9800's. Vodafone and Orange users are reporting this. The menu options are gone.
I had the download menu option on the first day I had the Torch, but then the option has disappeared from the menu for these apps.
If one tries to download a new version of the app from the app store, there is a message that this app is not compatible with the 9800 device.