You're misspelling the filename, if you're using ".gz".
IIRC, pkg_add will search the working directory before examining PKG_PATH, so all you should need to do is:
# mount /dev/sd0i /mnt/flashdrive
# cd /mnt/flashdrive
# pkg_add ipw-firmware
Give that a try, and see if cd'ing into the directory works for you.