Thank you both of you for your answers. I have tryed everything without results. Since I wrote my question I have been in contact with an adwisor from AppleCare. The conclusion is (like Kaykaykay says) that iOS5' music application dosn't automaticallt continue from track to track, and it dosn't remember, where you have come to in Audiobooks and podcast. I download audiobooks to iTunes as podcast or audiobooks from a special libery, and some of the books have hundreds of tracks, so the fact is, that I use my old Creative Zen again. Embarrassing to an Apple-fan like me.
"Downcast" app is very good - thank you Kay kay kay - unfortunatly I cant get my audiobooks into the app.