Since you did not buy the books, you probably got them from a Baen CD (freely-distributable disks provided to promote the sale of the books contained within). These are completely legal to download from on-line copies of the CDs, e.g. from The Fifth Imperium
. Baen's Honorverse CD contains the entire series, in all the usual formats.
On the other hand, if you can afford it then buying the books supports the author and the publisher.
You could also convert the LIT to MOBI yourself (e.g. using lit2mobi). This is also legal where ever format shifting of copyrighted material is legal (e.g. in the US).