Sorry to go off topic!
I don't intend to sync them as I have no other devices to sync them with and don't want to store books in the cloud, hence I'll immediately download them. I've been doing the same with K4PC, then Alfing them and converting them to lrf in Calibre. I won't need to do the last part as the books will be going onto the Kindle, not the 505, but I do want them in genre collections.
My internet is all wired. I considered the 3g version, but other kindle owners convinced me that this wasn't worth the extra £50.
How will the cloud know that I've put the books into collections when I'm not online on the PW?