Ohh, update to this just in case anyone's interested.... this is kinda related.
I have a K3 and a KDX with many non-amazon books and documents on them, and it's come to the point where I have to decide which device to make notes on.
I go through a lot of books and things a day, and keeping track of and updating all the mpb files was going to be tough.... and I had hoped there might be a way via Calibre to solve this but alas...
I know that sync only works on Amazon-purchased books. But every file on your Kindle has a corresponding .mbp that stores your bookmarks, highlights and last page read. If you move that file from one Kindle that has the book to another Kindle that has that book, you can manually "sync" them.
Not everyone buys all their books from Amazon, and I was wondering how other people might go about it.... so I did a little searching and found this program called AllWay Sync that takes care of this problem quite nicely.
if you hook up both of your Kindles to your computer and run the program it updates everything, most importantly, the mbp files!
You can have everything sync or just files that you choose. I don't know what this would do to Amazon-purchased ebooks, I only tested this with files and books I got from other sources.
If you have more than one Kindle (like me, I Have a DX for school and the K3 for pleasure reading) with a lot of books and documents from non-amazon sources, I would check out Allway Sync!