As a Canadian, it's not currently illegal* to buy books from whichever store you please and break and strip the DRM copy-restriction before converting it to whatever format works with your chosen reader.
The only real question is how comfortable you are with doing so, both ethically and in terms of computer tech savviness. It's easier than it used to be, but still might be a bit of a hurdle for some people.
Hope this helps, and welcome to MobileRead!
* Mind you, given our current Conservative government, this happy state is not likely to last much longer.