I use the Manage my Kindle page to download my books to kindle4PC. Then, I can just point Calibre there, and it will import them. If I have certain plug-ins installed, they will be DRM free.
I find Calibre invaluable to manage my library. If you point it to dropbox, your library will be backed up to the clouds. And, if you have a wi-fi kindle, you can use the content manager to email books to your kindle. And, I just found out that if you try to email a book not in mobi format, Calibre will ask you if you want to convert it, and will automatically make a mobi version and email it to your kindle! Really cool - if you need any help, just ask!