I e-mailed support and got an answer back, summarized:
At the moment that's not possible. In the future it may be
(You need to import several files, and the chapter markers will be created at the point "between" two files)
They suggested some great alternative though.
For Mac : ChapterToolME - interface for the hellishly complicated ChapterTool thing.
And for Windows I came up with Audiobook Cutter - which is free at sourcefourge and it can split large mp3 files into smaller chunks.
Pretty sure there are other mp3 splitter/cutter programs that can do the same.
When you insert those small chunks into Audiobook Builder out rolls a nice-n-chaperized long file
Oh, and for the ipod part of your question - you need to check "remember position" or something (mine's Dutch) in iTunes and your iPod will remember where you were when you stopped/paused the book or shut down the iPod.