You don’t need to change the genre to audiobook, just put them in the audiobooks folder on the player to separate them from your music. changing all the genre tags in one step would be easy with a tag editor like the free program mp3tag.
You may need to do some tag editing to get them to play in order. It really depends on how they are tagged now. You should use the track number tag to get them to play in order. Some multidisk books might have track numbers starting from one for each disk, while others might not. MP3 tags has a nice autonumber feature that will help you easily renumber the tracks. What to do depends on how the tags are now.