IPhone 3G iTunes Mobile?

I have an original iPhone that can only connect to EDGE or Wi-Fi. I was wondering if the iPhone 3G could download music on the go, or if it has to connect to Wi-Fi just like the original. If you’re going to test this, make sure you’re connected to 3G. If you’re in an area that doesn’t support 3G, you’ll just connect to EDGE and it won’t help at all. Thank you!!