Thanks, Stormchild. I looked at that program, and it looks like that will also work for what I am wanting.
I ended up going with BookDesigner. It took me a bit of time to figure out what I was doing, but I ended up making the transcripts into an FB2 file. I've never used that format before, so I figured I'd give it a try, since I've heard such good reports about it. I loaded it up on my Pocket Pro, and I really like it! I think I'll go that route the next time I download transcripts.
Thanks everyone for your input!