Choose a source for downloading your books. Many e-readers offer proprietary bookstores, including the Kindle store for Amazon.com's Kindle or the Barnes & Noble store for the Nook. These stores will deliver directly to your e-reader without any further intervention. You can download free e-books without DRM restrictions from websites such as ManyBooks.net or Project Gutenberg (Gutenberg.org). Google offers a branded eBookstore, with a variety of formats for e-readers and computers.
Search the books available. You can usually check what books and authors are the most popular on any website, or you can search using any keywords that appeal to you.
Download a format that works with your e-reader, if you have one. EPUB is a popular format supported on a wide number of devices, including Barnes & Noble's Nook, Sony's varied editions of the Reader and the Kobo; it is not supported on the Kindle. PDF is widely supported and easy to read on a computer, but doesn't render text as well on e-readers. You can convert DRM-free e-books to a different format, if your e-reader's formats are not supported by the website in question.
Open your e-book on your computer, if you plan to read from your screen; stores like Amazon.com's Kindle Store and Google's eBookstore offer a reader especially for reading their books on your computer.
Transfer e-books to your e-reader, if you have one. If you need to convert your e-books into different format, you can try the somewhat limited online utility ConvertFiles.com; a software utility that can handle a variety of e-book formats and e-readers, consider trying Calibre, available for free from calibre-ebook.com.
Choose a website that offers audio books in a format your e-reader can play; if you're just planning to use an MP3 player or your computer, your options are a bit wider. You can download free audio books from Audiobooksforfree.com -- though with limited audio quality options -- or commercially from Audible.com.
Choose a file type to download, if a variety of types are available. Many websites use the MP3 format, which is widely recognized by most devices. Other websites, such as Audible, may use a less universal format.
Copy the audio book to your device via USB. If you're using an MP3 player with specific software, such as an iPod with iTunes or the Sansa with Rhapsody, you can do this by adding the audio book to your media library. Some MP3 players allow you to copy files directly to the appropriate folder in the file system.