I never did get it working, but have decided to offer just normal PC game downloads from our site ( http://games.savagesoftware.com.au ) for now. If Zen Cart ever does a .mobi version of their excellent software, then I'll integrate mobile games as well.

If you get the emailing of the direct download to the customer working, I'd be interested in knowing how you did it, because by default you can't access the downloads directly as that URL is password protected. You would need to send the customer some kind of login info which would only work for them. Also doing that would mean you have to put something else in place to restrict the number of times the customer can download the game/ringtone.
Anyway keep me posted.