What about bookmarks on the Pre? I've been using PocketTunes on Windows Mobile. When your audio book files are 6 hours a piece, I'd hope there would be a way to remember where you were. Surely "there's an app for that"
I recall the Audible player for winmo having bookmark capabilities.
Note: I haven't bothered checking the built-in music player for this functionality, but I figured this thread would be a good place to ask.