The fourth episode of the podcast, "From Israelite to Jew." This episode traces the first two returns from Babylonia to Jerusalem, first under Sheshbazzar and then under the dual leadership of Zerubbabel and Joshua, and the building of the Second Temple (539 BCE - 516).
The podcast can be heard here; more downloading options are here. I am having some technical problems at the moment embedding the player.
You will also find the podcast on iTunes.