I'm hoping your books in Calibre are un-DRM'd. If not, you are going to have to delete them from Calibre and then add them all back in. If you have un-DRM'd books, then just select them all and hit transfer to device. Plug it in and let them index. They should go into the Collections if you copied that from the old device.
And yes, DRM device lock down sucks. We say it 50 times a day around here.
Free Online Back-up For Your eBooks. Sign up via my link and we BOTH get FREE Space!
My Dropbox Referral - Click the Pic!