Yeah, I considered linking to that site, but I'm not entirely sure how legal it is.
The Fifth Imperium site is run by someone who has Baen's explicit permission to post the contents of those CDs, according to a long-ago post on Baen's Bar (when I used to visit there). Can't remember the guy's name offhand. The CDs themselves state (IIRC - it's been a while since I looked at the appropriate section) that copying and transmitting the contents for personal use is permitted, so long as as money doesn't change hands for it - but if you want a copy to flesh out your ebook library, have a ball.
I've got (I think) 23 of 'em myself, giving me the complete contents of most of their series as of a couple of years ago when they stopped binding CDs into the hardcovers. And the "first hit's free" thing DOES work - I've bought hardcovers because of the ebooks I've read, and more ebooks from authors I would not have otherwise tried.
From the linked page: "The Baen CDs hosted here are freely-distributable disks provided to promote the sale of the books contained within. Baen allows these CDs to be distributed not simply to provide free electronic copies of their books, but to generate sales for those same books. They are a medium of advertising.
Please remember that just because these books are being provided at no cost does not mean that they are in the Public Domain. Just because Baen isn't asking for any money for these copies doesn't mean that they are giving up any of their copyrights. Copyright doesn't mean that you have to pay for something, it means that someone legally owns the right to distribute something (or not) in any fashion they desire - including doing so at no charge. So all the rules that apply to an ebook you bought and paid for also apply to these titles.
If you download any of the disks, please take the time to go to the Baen Webscription site and buy a copy of at least the CD's primary ebook. For a modest investment of about $6, you can buy the book, which gives you access to a downloadable copy of the CD, anyway. Or you can buy the entire Webscription month that the CD accompanies for $18 and/or buy the book in paper form. "
So, go ahead and download them, either as complete disc images or just pick out the books you want to try. Then buy stuff you like, either ebook or dead-tree, and help keep them in business.
