I've used the micro SD card without a problem but here's what's really worked well for me. I have a Netgear WNDR3400 router with a USB port. I use calibre to access any book I wish to read and "Save To Disk" on a 4Gb USB drive plugged into the router. Then I use the Vox to access this drive and import the books. The whole process takes about 2 minutes and I avoid having to fool with that damn micro SD.
By the way, has anyone found a video player (that actually works) for the Vox? Gallery is pretty feeble.