Sure, you can download mixes to limit your data usage (available for Premium users only):
- tap Start on the Home screen;
- tap on the arrow next to Music;
- switch to Premium on the top of the page;
- select Search by Genre or Advanced Search;
- choose the mix;
- tap Add to my mixes/Download.
You can now easily find this mix in the 'My Mixes' folder and listen to it offline, without using your data. Please note that there is no option to download in-app RockMyRun mixes right on your device.