Sorry I don't have a Sony, so I can't give you player specific information. As long as the podcasts and audiobooks are in mp3 and unprotected wma or aac formats, they should play on the Sony. If you can somehow get SonicStage to "find" your mp3/wma/aac files then you can get them on your player. Most podcasts obtained through iTunes are in mp3, but some are in aac. If your audiobook is in a protected format, then you will have to burn them to cd and re rip them to your computer.
I have had the Sony NW-E003F for about a week now, and am really having a difficult time using the SonicStage software. I have subscribed to a podcast via i-tunes, but can't figure out how to download the podcast onto the player. I'm so frustrated that I'm about to return the mp3 player, but I'm not sure that any other players would not have the same problem. I'm looking for some guidance on how to download podcasts and audiobooks onto the player -- and hoping that the answer isn't to first burn them onto CD. Thanks!