Josefina: An American Girl
All of the historical American Girl books are excellent on audio (yep, even my boys enjoy them, and we all learn a whole lot while listening). Highly recommend!
FROM THE PUBLISHER
Includes "Meet Josefina, Josefina Learns a Lesson, Josefina's Surprise, Happy Birthday, Josefina!, Josefina Saves the Day", and "Changes for Josefina".