One source is your local public library. You can read
http://www.entourageedge.com/forums/...Public-Library for info (it talks mostly about ebooks, but Overdrive also gives you access to audio books).
If an audio book is in MP3 format, you can possibly just open it from the website. Otherwise, download it or transfer it to your eDGe, then use the Storage app to locate the file and tap it to have it start playing.
I'm not familiar with audio books, so if there's more to it than a simple MP3 file, then perhaps someone else will be able to offer help.