Audiobooks and Copyright Law

I have never considered myself an especially savvy person when working with technology and intellectual property. However, I do feel that being uninformed is not an adequate excuse. One incident that has been a problem in my classes is the use of audio books. For the books that we read in my senior English class, I buy the audio version to complement our reading. I purchased the books The Curious Incident of the Dog in the Night-Time and The Stranger on iTunes for both personal use as well as as use for certain sections of the text. Because the audio books are on my iPod, students often want me to transfer my file to their iPods. As an educator, I understand that this violates copyright law as I would be illegally sharing the files. I explain to students that I cannot share my file with them. They do not see the harm in sharing files. Is the current generation really so nonchalant about issues of copyright and illegal sharing?
By the way the way, here is the link for the picture included: http://www2.fcsh.unl.pt/docentes/cceia/images/curiosu.jpg