This may be a stupid question, but why do you need to convert it with Calibre? You say you purchased the title form Amazon, and you are trying to open it on your Kindle. Why can't you just open the actual copy that you purchased?
If that doesn't work, it suggests that you are trying to open it on a different device than the one you specified at the time of downloading. I would suggest you at least eliminate that as a possibility before going any deeper.