Gazella the Sony Reader is just another PC based Epub reader.
My understanding is that the book companies use Adobe to 'protect' the DRM on their products, and Adobe itself supplies the PC based ereading program.
But I'm sure that someone else on the Forum will better answer how ADE fits in.
Re the built in Sony reader store - I've certainly used it from here in Aus, and I changed the country (in Preferences) and buy the book from whichever country Sony Store has the better price.
Bear in mind that I'm paying in Aus dollars, because that's the currency that my crredit card is.
What currency is your credit card? Dirham or US$ or ?
Because that's how you'll be billed.