Apple has revolutionized the way we consume content on the go with their portable devices. The way they are able to do this is by controlling the entire process of content consumption, from purchase, through delivery. The closed system presents a big problem for people wanting to expand their content choices beyond what is offered in their ecosystem.
The problem boils down to the fact that Apple does not allow you to directly download most content types on your devices. There are some very rare exceptions, like image files, but most any other formats, can't be delivered over the air (wifi) to your device directly. The work around is to use their companion program, iTunes, and a computer.
As a customer, PayLoadz sends you an email containing the download link for the item purchased. Accessing this link from a computer (PC or Mac), allows you to access the files and save them to your computer. Clicking the links prompts to save the files, make special note of the locations on your computer that was chosen to download the files to. Most of the time, this will default to the "Downloads" or "Documents" folders.
Once downloaded, you can now use iTunes to move the files over to your device. Using the "Add to Library" link found under the "File" menu of iTunes, you can browse to, and select the files you purchased. Then, connecting your device will bring you to the synchronization process which will further let you to select which content you'd like to synchronize with your device. Completing the synchronization process should move the file to the iOS device for use directly on the go.