I am an absolute fan of audiobooks, as they allow me to work and do things around the house while learning.  Below are some links to free audiobook collections online which contain a number fo books related to magic and the occult:

Aria Invictus: http://ariainvictus.110mb.com/audio.html
This is one of the best sites for occult material.  You will need to download WinRar to open most of it, but this is a free program available online.  Some of the links do not work, but most of the material is available.

Free Classic Audiobooks: http://www.freeclassicaudiobooks.com/
This one is mostly mainstream material, but many 19th century authors were active in the occult movement, and you can find a number of themes of this in their literature.

LibriVox: http://librivox.org/
This site has all sorts of material.  It's a bit cumbersome to browse, but well worth it.

OCulture: http://www.oculture.com/2006/10/audio_book_podc.html
A big list of material in various formats.

Project Gutenberg: http://www.gutenberg.org/wiki/Main_Page
This site offers human read as well as computer translated material for free.

Enjoy!