This web site has free audio books
http://librivox.org/. This page has a audio Pilgrims Progress, which I was listening to recently
http://librivox.org/the-pilgrims-progress-by-john-bunyan/ . I downloaded it and put it on my handheld and could listen while I worked. Very good reader. To download, right click on the MP3 file, and save as target.
Note if any one needs a hand held I bought a bunch of 568 Jornadas at a good price and have them set up with the whole Bible in good Audio as well as a couple of Bible text programs and having space for over a thousand songs, and will sell them at cost which is around 38.00 . These also have Excell Word and many other programs on them. I believe the audio and software I added is free, yet not to be sold for profit. I use a 4 Gig CF card in these.