Well, I just did this, and it worked. That said, it was very cumbersome, mainly because my book was over 200 MB, and so I had to use the side-load option.
I did mostly what the LP instructions said that Jules posted, but I'm putting in some additional clarification because it was a little confusing at times. Please note that I use a Mac, and I'm not sure what the procedures are for Windows.
To complete the "side-load" download:
Download your preferred format on a desktop I downloaded the MOBI format and saved it in a place I would remember.
Connect your Kindle via USB to your desktop.
Copy and paste the downloaded eBook file to your Kindle Documents folder.
This is the tricky part. To get to your Kindle Documents folder, which is a hidden folder, you have to open a new window in Finder. The easiest way to do that is to have Finder open on your desktop and then click Command+N. A new window within Finder should pop up.
Once that happens, click Command+Shift+G . Paste this path to the correct folder. (~/Library/Containers/com.amazon.Kindle/Data/Library/Application Support/Kindle/My Kindle Content/). Press Enter to open the folder directly.
Once you do this, open a new tab in Finder. You can do this by going to Action, right clicking, and there should be something that says Open a New Tab. Once you have that open, search for your downloaded MOBI file from Lonely Planet. Once you find it, right-click on it and then click Copy. After that, move back over to the Kindle library in the other tab and click PASTE anywhere in that folder.
Once complete, be sure to choose the "Safely Remove Hardware and Eject Media" option before you unplug your device.
For what it's worth, my Kindle was not showing up in Finder after I connected it with the USB. I'm not sure why, but when I opened the Kindle, it showed that it was connected, so all I had to do was click the disconnect button once the book was safely downloaded. After that, I then went to the Kindle app on my Mac, opened it up, and my Lonely Planet Norway book was in there. So it does work. Good luck!