This type of problem you might get in iPhone and iPad. The iPad has the big limitation of not being able to download files from the Internet through Safari. It would be nice to be able to download audio, video and zip files right onto the iPad.
The App Store has a number of apps that will enable you to do just that. Here are a dozen to choose from, and some are free. myShrink recommends the “Filer” app.
Here’s the list: http://appadvice.com/appguides/show/download-apps-for-the-ipad
You may also be interested in the new iPad app for watching/downloading TED talks: