I've been sorta doing an odd dance with sharing files between my desktop, my iPhone 3GS and my N810. On my non-jailbroken iPhone, I have the Air Sharing app. Fire up my browser on my PC/Mac/Linux machine, upload the file to the wifi connected iPhone. Then from the N810, I download from the iPhone onto my N810.

With that said... that's how I do it. Would love an application like Air Sharing on my N810. But that... doesn't exist. But it should.