On a computer, go to Project Gutenberg and search for the book you want. Click on the title of the book you want to get a list of the downloadable file types.
Click on the Kindle version (there may be a version with pictures and one without and you can choose either).
Then choose to save the file.
Connect your Kindle to the computer using a USB/mini USB cord and go to the File Manager.
Go to the Downloads Folder and find the file. It is likely named by the number of pages in the book.
You can rename the file by clicking on it, waiting a couple seconds then clicking on it again (do not double click either time). When the title is highlighted by itself, type a new name for the file.
Drag and drop the file on documents folder in the Kindle drive.
Eject your Kindle by right clicking on the Kindle drive then choosing Eject from the list.