Lots of Shakespeare right here on MR, although much of it is in Omnibus editions.
As far as what you downloaded, what format is it in? Provided they're in a compatible format you can use Book Designer to make your own individual editions (LRF directly or Epub by making Lit [or some other format] and converting to Epub with Calibre). Sigil should also work if doing epubs.
There are likely tons of other options, but need to know what you've got format wise.
Last edited by AnemicOak; 09-14-2009 at 07:01 PM.