If you get the Ustream pro account, you "can" link those video files it makes but you will not have any relevant tags (embedded information in the actual media file) such as the title, summary, program title, artist name, program art work, etc... and you don't have control of the actual file name.
Good file naming is important. If the files have random file names, then when the user tries to find them on their portable media player they will not find them grouped together. A good file naming scheme will use a prefix + either a date YYYY-MM-DD and/or episode number padded with zeros 001, 002, etc... so when they are listed in a folder they are in the correct order. For my podcast, I name the files: Plugins001-three-word-title-of-episode.mp3. You also want to only use letters, numbers dashes and underscore characters in your file names, spaces and special characters such as $ or @ will cause problems on various devices.
The tagging (embedded information in the actual media file) is important again for those portable media players. When a user selects the media file on their iPod, the tag information in the media file will tell them the title, program title, author name, etc...