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 files for it.
Click on the EPUB version (there may be a version with pictures and one without and you can choose either).
Then choose to save the file.
Connect your Nook 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 Nook Digital Editions drive.
Eject your Nook by right clicking on the Nook drive then choosing Eject from the list.