The problem is that the OSX Nook app does not handle ePubs, so Safari gets supplied with eReader ebooks instead.
Things I have heard might get you an ePub:
a) Download inside NOOKStudy
b) Download with Firefox.
c) Download with any web browser using Wine, or any Windows Virtual PC.
The last one definitely works. Under Windows, for the past couple of months, I have always got ePubs from B&N.