Well, that's the contents of the CD included with the Cyroburn hardcover, and Baen has always said they're free to redistribute.
It's not quite the entire Vorkosigan Saga, though. Due to an error putting together the CD (mostly caused by a change in the people putting the CDs together), Memory is not on the CD (and Diplomatic Immunity is on the CD twice, as a standalone and as part of the Miles, Mutants, and Microbes omnibus) ... which may leave you a little confused as to what happened between Mirror Dance and Komarr.
Except for the web design at Webscriptions being terrible (and not browse-from-Kindle friendly), Baen is the best publisher out there when it comes to e-Books. They charge roughly paperback prices for e-Books of new hardcovers, don't use DRM, have a wide variety of formats available, and make a lot of backlist content available for free.