An audiobook file is just an mp3 (or wma) file with Audiobooks in the Genre tag. So if you want bookmarking, make the Genre Audiobooks and find it under Music/Audiobooks on the Sansa.
Here’s mp3tag.
http://mp3tag.de/en/download.html
Download the file that’s named mp3tag(versionnumber)setup.exe, not the green DOWNLOAD buttons.
