Nate wrote a guide in his blog on how to install Preware
, it's very easy. I did it earlier today.
However, worth nothing is that the Kindle import app only does .mobi files. If you have a Sony reader you probably have most of your books in EPUB or other non-Kindle formats, and then the import app won't help you.
Try the PReader app mentioned at the end of this blog. I haven't played with it yet, but have heard good things about it, and it can take mobi and epub file formats.