I’m too ADD to listen to audio lectures on my desktop but I’ve found it works when I have it running in the background on my iPhone while I’m playing games. One major annoyance was that I wasn’t able to listen to video lectures (such as TED talks) and do anything else at the same time on the iPhone.
It turns out there is a way to do it although it’s pretty obscure. First upload a 10 second silent audio clip onto your iPhone. Then, go into playlists and create an on-the-go playlist. Add the 10 second audio clip first and then any video clips you would like to watch. Start the playlist and then exit the iPod application before the audio ends. When the video starts up, it’ll be running in the background.