Hell, I thought it was hard enough to figure out how to listen to them on the phone itself... Anyway, I think that is your problem, when you plug your phone it there should be a "voice memo" playlist that you can then import to your comp. Did you backup everything before you did a clean install? If so, you should be able to just transfer your iTunes library folder and settings into Lion and have your backups/prefs/etc for the phone in there.