If you have some time to spare this post
I created a while ago may help you. It's long because it's very detailed. It will take you longer to read it than to do what's necessary to get Calibre and your Sony working as a well-oiled unit. Once it's done you can forget about it.
It covers using Calibre with various Sony models to
- create Sony Collections and order books within Collections
- include book series info such that it displays in all your Sony booklists, not just Collections.
If you do decide to get stuck in, please note that you must use Calibre to transfer books to your Sony, i.e. Send-to-Device or Save-to-disk, not a simple drag/drop from the operating system.