to the Treasury of Menegroth. It's a Yahoo!Briecase set up to host various files for the community. You can find all the details, including instructions to access the files here

Note that the board is protected and can only be read by Valinor's members. If you try to access it when logged as another persona than the one that's a member here, you won't be able to open it

I couldn't find a comprehensive list of his books there though, but you can find one here. The order they're listed in is pretty much the order I would suggest for reading. Although the Silmarillion comes first in the chronology of Middle Earth, I don't think it's the best book to begin with. I would suggest to read The Hobbit and LOTR first, in whichever order you prefer. The History of Middle Earth series really makes sense only once you've read at least the others related to Middle Earth, or at least The Silmarillion, The Hobbit and Lord of the Rings