Yes, just put the following in your .htaccess file:
redirect 301 /olddir/oldfile.mpg http://www.newserver.tld/newdir/newfile.mpg
You should, of course, substitute olddir, oldfile.mpg, www.newserver.tld, newdir, and newfile.mpg with the appropriate file, directory and server names.
I think you could also do this in the htaccess of the specific directory that your podcast is in and just use the relative path for the old file.
Ask if you need to do this for a whole directory or a bunch of podcasts.
Free unique IP and $67 off with promo code [color=#CC0000]FLENSFREEIP67[/color] or use [color=#CC0000]FLENS97[/color] for $97 off. Click here for more options