Well if
that's what you want to do, you mayy have better results hooking up your wireless headphones to your computer and playing the audio-books from it!
The Kindle will play
Audible books directly (if I remember correctly), but Sony and Cybook won't, they'd have to be converted to another format such as MP3 -- that figured prominently in my getting a Sansa Express MP3 player to play audiobooks on. I find it to be just easier to mess with, with a 16 hour battery life, native support for Audible books, and sized about like a pack of gum. That feature set was a better fit for what I need.
I
have mentioned/suggested/hinted at/begged for Audible support directly to the Sony folks on the several occasions I've had direct access to them. Mostly they say they like the idea, but nothings come of it so far.