If you jailbreak your iphone you can use SSH programs (such as Fugu for Mac or WinSCP for Windows) to transfer files over a wifi network. Or the iPhonebrowser app (also requires a jailbroken iPhone) for Windows allows a direct USB transfer. If your iPhone isn't jailbroken most file transfer app's will only allow you access to a very small number of folders on your iPhone (called the "sandbox" ie: the area Apple will let you play around in - lol)
Many eBook reader programs - Stanza, BookZ etc have a function that will allow you to transfer files from a computer to the phone - again using wifi - without requiring you to jailbreak. BUT these methods usually use the iPhones processor to run them so are limited in the number of files that can be transfered in one go without crashing the phone.
My advice - Jailbreak the iPhone, use iPhonebrowser app to transfer via USB and then restore your iPhone to the factory default OS - if you follow the directions and are careful, do some research before you go ahead, you should be able to restore your phone to it's pristine state, without losing the files.