I don't think it is illegal to scan copies you have purchased, as long as it is just for your own use. It only becomes illegal if you make those copies available to other people. I am aware of CD's floating around that have pretty much the entire series on them, and that is absolutely illegal.
I do wish that Gold Eagle would make all of the books available on Kindle. It's an easy enough conversion to make, assuming you have the original text files. I can tell you from experience it doesn't take much time to do the Kindle conversion and make it available on Amazon. It's not like printing books where you have a cost per copy sold and the risk of loss from remainders.
Heck, if GE wants to mail me the text documents I would be happy to do the conversion myself!
"Sadly then I knew the answer. All her life she was a dancer, but no one ever played the song she knew." - The Residents