iPhone 2.2 supports podcasts over the air, not music
You can now download audio and video Podcasts from the iTunes Store over WiFi or the cellular network direct to your iPhone. You can stream podcast episodes by just tapping on the episode's name. While streaming a Podcast through the iTunes Store, pressing the home button allow it to continue in the background. This only apply to audio podcasts. But you still cant download any songs from the iTunes store over the cellular network just yet, we hope to see this functionally added.