and you have to sideload the resulting files,
Using flag, if you put your free kindle email (YourName@free.kindle.com) into the line for sending the story to email, and then authorize the email connected to flagfic by going to the section under your amazon account called "manage your kindle," and then click on the link called "personal document settings," you'll see a place that lets you add approved email addresses. Once you've added the flagfic email, you'll be able to add the stories directly to the kindle over wifi. It also stores the stories in your archive under personal documents, which means you'll be able to download them at any time. I've always found it very convenient.
There's another program that Amazon offers, called send to kindle. It allows you to register the program to your account, and then you'll be able to send documents to your kindle with the choice of whether or not you want the file to be added to your archive. It also converts the file to amazon's format, with the exception of pdf's, and with the program you can send up to 25 stories at a time, which is pretty convenient if you have a large fanfiction collection like I do.