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The easyiest way is to use program like AudioBook Builder http://www.apple.com/downloads/macosx/ipod_itunes/audiobookbuilder.html this will allow you to import your tracks into the program then output them as one Audiobook m4b file which iTunes will recognise.
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Sorry, Your question was posted in the mac category.
If you already have your tracks imported and they show up as songs all you need to do is go into your My Documents\Music\iTunes Music\whatevername folder and change the file extention from M4a to M4b, This way your books will show up in the Audiobooks section under Itunes.
Otherwise it is a little more involved, This article will explain the process of how to import, join, rename and move your audiobook files. http://oakroadsystems.com/genl/itunsabk.htm