Here is a hot tip for approaching iTunesU feeds in iTunes. Aside from the fact that iTunesU feeds, by all technical standards I can think of, are really podcasts and therefore that is where I'd rather have them grouped, this mode of operating also gives a solution to the problem of not being able to remove iTunesU files from iPod.
In short, my advice is to subscribe to iTunesU feeds as podcasts. In other words, take the url to the feed and subscribe to it as a podcast and NOT by simply choosing 'subscribe' when in iTunesU. The files will show up in your podcast list and not under the iTunesU category. In addition, as you copy them to your iPod, the files will be considered podcast files and as a consequence can be deleted whenever you wish (which is not so easy for iTunesU files, in case you have a 4th generation iPod or older).
If you do not know the iTunesU feed URL, you can figure it out by temporarily subscribing through iTunesU. Interrupt the download and go to the course in your iTunesU collection. Right-click the course and choose Copy iTunesU URL. This will copy the URL to your clipboard so that you can delete the iTunesU course and continue to the iTunes Menu Advanced | Subscribe to podcast... and then paste into the text field, followed by OK.