David Richards (Above) throws up this cool little video that explains a bit about Audio on DSLR's. He's using the Panasonic GH1 in this video.
It's no secret that DSLR's with it's built in microphones don't do much for quality audio. Even with special microphones connected to the input of the camera, the DSLR's lack the ability to manually adjust Gain levels. (until new firmware). Now if you're working with long lenses to get that awesome Depth Of Field, you're really putting yourself further from the subject and the audio will really suffer. Here's two of my personal favorite items that go with me on every shoot.
The Rode VideoMic is a cheap but quality solution to getting a more focused pickup from your subject. This tool doesn't work well without being able to adjust the audio gains, so you'll need to double it up with the most popular Portable Recorder for DSLR filmakers - the Samson Zoom H4n. Together this combination of tools will get you high quality Audio on the cheap.