Currently, phones running IOS can only add files by downloading them first to your computer, then syncing the file through iTunes. Someday soon, we hope to have an app that eliminates the need for this!
For audio commentaries, we recommend using the embedded streaming player to play right from your "Play" page. You can also download the MP3 version to your device for off-line, anytime listening! (Note: for iPod or iPhone users, as with video riffs, your best option will probably be to download the mp3 to a computer that is linked to your iTunes account, and syncing it to your phone that way.)