Unfortunately, Apple devices can only add files by downloading them first to your computer, then syncing the file through iTunes. This is due to a security restriction in iOS itself, and not something we can easily fix without an app dedicated to playing our VOD content. 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 file to a computer that is linked to your iTunes account, and then syncing your new files to your iOS device.)