Oh, HttE is on there, but is also commercially available on CD. Or at the library. As far as I can tell, the only place you can get the Unabridged audio for the other 2 is Audible.com
You can also get the 'Behind the Scenes' book at Audible, which I think is Zahn reading the margin notes that are in the 20th Anny printing of HttE.
As far as the legality of the above- I don't see any problem with it. I did pay for the credits that were used to download the books. Even if I did it through my account, I wouldn't have liked the idea that those books were tied to the audible.com mothership and if, heaven forbid, the site ever went Tango Uniform, so goes my purchased audiobooks.