One of the more difficult things to do is to give a running commentary while filming. First you will not be able to concentrate on both successfully and second, if you make a mistake during the commentary, you are stuck with it for ever.
I suggest you get a decent editor, put your video together and then do a voice over commentary while watching the playback. Again you are concentrating on giving a good commentary and if you muck it up, you can start again until it comes good.
You can get mixers that will give you two mic inputs, just look on Amazon for "Camcorder mixer".
I am wondering if there is a head set and mic combo that will work on a sony nx5u. i would like to run the shotgun mic and would like to add commentary at the same time

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic