If you have not yet downloaded and installed OverDrive Media Console, click here to download OverDrive Media Console: http://www.overdrive.com/software/omc/ 
If you have installed OverDrive Media Console, you may need to adjust your computer's file associations. File associations tell a computer which program should be used to open a file.
The steps taken to set file associations for the ODM file type vary by operating system.
If you have Windows 7 or Windows Vista…
1. Click on start.
2. Click on Control Panel.
3. Click on Default Programs. If you do not see the default programs icon listed in the control panel, Click on the View by drop down menu arrow, and select (dot) Large items.
4. Click 'Associate a file type or protocol with a program'.
The computer lists the file types used on your system. It can take a few moments for the list to be available.
5. Select 'ODM' and click 'Change Program'.
6. If the OverDrive Media Console is not listed, select 'Browse' and scroll to the OverDrive Media Console folder.
7. Select 'MediaConsole.exe' and click 'Open'.
The OverDrive Media Console should appear as a 'Recommended Program'.
8. Click 'OK'.
Windows reassigns the file association.
9. Click 'Close' to close the 'Default Programs' dialog box.
10. Double-click the ODM file you downloaded to launch the OverDrive Media Console and access the title.
Please note that the initial download is a small file; you download the actual audiobook file(s) from within OverDrive Media Console.
If you have Windows XP, Windows ME, Windows 2000, or Windows 98SE…
1. Open Windows Explorer.
2. Go to Tools > Folder Options > File Types.
The 'Folder Options' dialog box is displayed.
3. In the 'Registered file types' box, find the entry for 'ODM'. Single-click the 'ODM' entry.
The 'ODM' entry is selected.
4. In the 'Details for "ODM" extension' box, click the 'Change' button.
The 'Open With' dialog box is displayed.
5. From the list of programs displayed in the 'Open With' dialog box, select 'OverDrive Media Console'.
6. Click 'OK' to save changes and close the 'Open With' dialog box.
7. Click 'OK' to close the 'Folder Options' dialog box.
8. Double-click the ODM file you downloaded to launch the OverDrive Media Console and access the title.