Bookmarking for Audiobooks?

I listen to Audiobooks a lot and was hoping to replace my media player with my phone and not tote my media player around with me.  The problem with listening to Audiobooks is that you listen to either really big files, like over 1 hour, or hundreds of little files, of course, all in sequence.  When listening to my book in my current media player and pausing to listen to other music in between listening to the book, you have a bookmark option so you can get back to your place where you left off.  I don't think the Eternity has this option.  Is there a mobile media player with this option out there that someone knows about?  I've searched, and am still searching but, I'd appreciate any help.  Thanks

I wish to have this to for my Howard Stern shows..

You cant.