What version of calibre are you using? From 0.9.8 (I think) it supports the series information on Kobo devices. See http://www.mobileread.com/forums/sho...94#post2323894
for the details. You need to make sure the books have series info, enable the option in the driver configuration and then connect the device. If that doesn't get the series information onto the device, then there is a problem and I will look at it.