Your device must be compatible with an ebook reader such as Adobe Digital Editions, Bluefire Reader or the EBSCO eBook app.
There's a few steps here, but you only have to go through the initial process once. Then, it's quick and easy to download:
From the homepage of the EBSCO eBook Collection database, click "sign in" in the upper right corner. Then select "create a new account" a little lower on the right.
Currently, the Kindle Fire is the only Kindle device that allows you to download full eBooks.
Here's how to set up your Kindle Fire and download the books - EBSCO eBooks on Kindle Fire using the Bluefire Reader
If you have a regular Kindle, you can send saved eBook pages in PDF format using Amazon's Send to Kindle options.