Sounds strange, but I recently wanted to put one or two of my favorite audio books on the Kindle 2, just so they would be there in case the need arose. Currently it is not possible to activate the Kindle device on a Macintosh using Audible’s web site. I probably could have just tried this, but here is the solution from Audible support (the solution is not on their site):

Thank you for contacting Audible.

I understand you would like to transfer audio books onto your Amazon Kindle 2 device. I am sorry that you need to contact Audible.com for assistance, and you were unable to find an answer to your inquiry on our web site, or through our help center. Currently we do not have this information on the Help Center but I hope it will be added in the near future.

Step 1. On the desktop of the Mac, double click on the ‘Macintosh HDD’
Step 2. Double click and open the Users folder.
Step 3. Double click and open the folder with their username. (also has the house icon.)
Step 4. Double click and open the Downloads folder.
Step 5. Highlight all of the titles you wish to transfer.
Step 6. Right click and select Copy or go to the edit menu and select Copy.

Transferring to the Kindle
Step 1. Connect the Kindle 2 to the computer using its included USB Cable
Step 2. From the desktop of the Mac, double click on ‘Kindle’ disk icon
Step 3. Double click and open the Audible folder.
Step 4. Right click and select Paste or go to the edit menu and select Paste.

Activating the Kindle
Step 1. From the main screen of the Kindle 2, scroll to and select the desired AudioBook
Step 2. You will receive a message “Device Activation Error” for this select Activate and enter your Audible Username & Password.
Step 3. The kindle is now activated, go back to the home screen and scroll to and select the desired AudioBook.

I hope I have met all your needs and requests, as it has been a pleasure assisting you today. Here at Audible, we truly value and appreciate your business; if you need further assistance, please respond to this email or if you wish, please provide me with a contact number and the best available time to reach you.