Tony wants to use audio books to improve his English and to enjoy himself. A good plan! He has divided the book up into digestible pieces. Here is how I would proceed. There are, by the way some excellent site to find audiobooks such as http://www.audiobooks.com/, www.audible.com and others. There are also great sources for other languages like www.ilnarratore.com for Italian. In addition there are resources for libraries like www.overdrive.com and others.
Listen once or twice to get some rhythm and become familiar with what you are going to read.
Read. If the e-book is available you can import into The Linguist and save words and phrases. If the e-book is not available you should read the paper book. Underline the words you need. Find the most convenient dictionary, probably electronic or computer based and get the meaning of these words. Then listen again several times. Read again if you can stand it. Then move on.
You will find that there will always be words that you cannot remember or even hear properly. Never mind. You will be training your reading and listening ability. You will be able to read and understand the words you already know better and better. You will be getting closer to the language, almost in a way that you can touch and taste. And you will slowly add new words.
Best of all I hope you enjoy it.