Go to the website www.gutenberg.org.
Scroll down the webpage until you find Special Areas.
Click on Audio Books.
We only want to look at Human Read books. Call me old fashioned but a computer reading to me doesn't sound all that pleasent.
Click on the down arrow to start looking at the selection. As of 3-4-09 I see a couple hundred books.
Find a book that interests you and click it.
After you find a book you see a short description of the
book.
Go down the webpage to look at the different audio files. There are usually different audio types to look at.
You can look at formats. It looks like this.
There are 2 or more format types. The format type I
like is called MP3. The format looks like this:
On the right side you will see a link to the file.
We will right click on the word main site.
A menu will pop up and we will click on Save Target As.
Click My Documents on the left to save in My Documents.
Click this button to create a new folder.
After you create the folder you will see in blue the name new folder.
Immediately type in the name of the book.
Press enter to set the name of the folder.
Double Click the name of the folder.
Do not continue until you see the name of the folder in the
Save in area. 
Click Save.
You will need to save about 20 more files to get the entire book.