Can I group specific untitled things on my iPod?

Let me start by saying this is my first time using my iPod even though I have had it over a year.

I have downloaded a book. It does not show up with a title or artist (author) and each chapter is listed as Track 1, Track 2, Track 3 and so on.

There are two more books I want to put on there. How can I keep them separated so the chapters for each book will stay together? Also, can I name the album (group, whatever you call it) so I will know which book I am opening?