I do the same with Audible. As far as I can tell, there's no way to remove the DRM that is both easy and free, so against my better judgement, I paid $30 for a program to do it for me[0]. I now have every audiobook I've bought in mp3 format, split by chapter and tagged with the correct metadata. Now I can dump them on a USB drive and plug it into my car stereo for road trips (I don't mind listening to good books more than once).
[0] It's called Tuneskit Audible Converter, and I'm surprised they haven't been sued by Amazon yet.