The statements of Gödel's theorems are about (for simplicity) a certain formal theory, namely $PA$, known as Peano's arithmetic (actually they're more general but I'll stick to that). This theory contains axioms, such as $\forall x \forall y, x\times s(y) = x\times y + x$ and many others.
Now there is also a formal system that allows one to deduce theorems from these axioms; one such theorem would be $\forall x \forall y, x\times y = y\times x$.
There are also sentences $\phi$ that can be expressed in this language that cannot be proved or refuted in this theory. This is somewhat to be expected, indeed if I have no axioms for instance, then clearly I can't prove much beyond logical tautologies (although it's not so easy to see what one can prove without axioms, but that's another question), so we can expect that with too few axioms, some things are left undecided (why should we have found all the right axioms ?)
However we also have a "model" for these axioms, that is in a sense a universe in which these are true. Such a "universe" is $\mathbb{N}$. In this universe all axioms in $PA$ are true, and therefore all theorems of $PA$ are true as well. However, a statement $\phi$ that cannot be proved or refuted in $PA$ has a truth value in $\mathbb{N}$ : it is either true or false (which is not to be mistaken with "either provable or refutable"). The sentences that are true in $\mathbb{N}$ are sometimes called statements of "true arithmetic".
Since we work in a much more powerful theory than $PA$ (namely ZF) we can prove things about $\mathbb{N}$ that go beyond the theorems of $PA$. Obviously what we prove can't contradict the theorems of $PA$, but we can prove things that $PA$ can't. In particular it is not surprising that we can decide sentences that $PA$ can't: Gödel's first incompleteness theorem says that this is the case; there is a statement $\phi$ that is part of true arithmetic (it is true in $\mathbb{N}$, and for vulgarization purposes one may say it is true) but it is not provable from $PA$. In short, there are true but unprovable sentences.
Now if you add to Peano all statements of true arithmetic you obtain... true arithmetic ! Since the Peano axioms are true in $\mathbb{N}$, they are part of true arithmetic, so true arithmetic + $PA$ = true arithmetic. However, as each sentence is either true or false in $\mathbb{N}$, it means that this new theory (sometimes written $Th(\mathbb{N})$ for "theory of $\mathbb{N}$") decides every statement: every statement is provable or refutable from this, so there will be no more "true but unprovable statements".
This seems to contradict Gödel's theorem, but actually it doesn't since $Th(\mathbb{N})$ doesn't satisfy the hypotheses of this theorem, indeed it is not recursively axiomatizable, which means there is no algorithm that can decide whether a given sentence $\phi$ is an axiom. So it's a pretty "lousy" theory in the sense that we can't use it, contrary to $PA$. Gödel's theorem doesn't say that any theory about the integers has true but unprovable statements, it says that any such usable theory has true but unprovable statements.
Hope this makes things clearer