From OverDrive's Tech Support Team:
Take the following steps to move parts of the audiobooks to your playlist:
- Connect your device to your computer.
- Open iTunes.
- Click Books located under your device name in the left column of iTunes. (Note: This title will not be added to iTunes. It bypasses iTunes and lands directly on your device!) You may need to click the arrow to the left of your device to expand the menu.
- Drag the parts over to the playlist created for the audiobook, which is also located under your device name in iTunes.
- Verify that the parts are in the correct order. If they are not please drag them into the appropriate position.