Unfortunately, there's not a good FREE way to listen to MLB games on your iphone due to MLB licensing.
To listen to (or watch) the Boston Red Sox live game broadcast on you're iPhone, iPod Touch or iPad, you will want to download the official MLB At Bat iPhone app or the official MLB At Bat iPad app.
To watch Boston Red Sox baseball games online, or on an iPhone, iPad, iPod Touch or Android phone you'll want to sign up for MLB.tv.