MathTutor has downloadable tutorials designed to be used on an iPod. The one that I’ve had a look at would require a video iPod, though I guess that you could use it with just audio. Though it said to download to iTunes & then to the iPod, I was able to download & play with Media Player Classic. I’ve got a pretty comprehensive set of codecs for it (K-lite Mega), though as it’s a M4v file, I guess if you just have QT alternative, that would do.
I’ve had a look at the rest of the site, and though it says that you need WMP, MPC also works, though not in Firefox – you have to have IE for the ActiveX that’s required.
Slight Americanism I think, as it’s the “MathTutor” – rather than “Mathstutor” …