Q: I can download Audiobooks to computer but cannot download them to my nano

Have you double checked to make sure these Audiobooks are configured to sync to your iPod from under the iPod's Books configuration tab in iTunes?  This is assuming that the audiobooks are already stored in your iTunes library and appear under the Books category.

To access this configuration tab, plug in your iPod and select it from under the Devices section in the left hand pane of iTunes to bring yourself to the iPod's Summary tab. Now locate the Books tab across the top in the main iTunes window and select it. Here you can configure what and how audiobooks are synced to the device.

If you make any changes to this tab, make sure to hit the Apply button on in the lower right hand corner. This will sync the updated changes to your device.

B-rock