Download your program from I-Player using 'download to portable device'.
Once on your comp you need to remove the Digital Rights with any DRM removal software - i use FairUseForWM, which you can pay for or, like me, just keep hunting around until you find someone who is sharing it online.
Once you've removed the DR then all you need to do is convert to MPEG - i use a program i downloaded for free from http://www.dvdvideosoft.com (they also do a youtube to MPEG convertor, so i can steal all my fav music videos from You Tube and get them on my I-Pod).
Sounds a little long winded but there's nothing better than watching Antique's Roadshow stuck on the M1 first thing on a Monday morning.