Some of you may know about this, but I have only just come across this amazing free app for iPhones and iPads. It enables you to download many kinds of documents and files, but especially MP3s, directly to your iPhone/iPad without having to go via iTunes.
It has a browser for you to use to go to any website. For this site, when you have found the file you want, simply clicking on your voice MP3 will download it directly to your device. Download as many as you like, then play them from within the app.
You are able to create folders which you can name intelligently.