Just to check:
Are you using a recent version off Calibre? (Current version is 0.9.23)
Did you use Calibre to load books onto your Sony reader successfully?
I am not sure I understand your description of what is happening, so sorry if this is off track, but it sounds like the books you added to Calibre have missing author/title metadata, and so perhaps the filenames that Calibre uses when copying the books to your Glo (which are based on author/title) are clashing.
When you select the book in Calibre and press the Edit Metadata button, are the "author sort" and "title sort" fields filled in and correct?