It's easy, don't worry. You first have to put the card in the Sony REader and turn the reader on. This creates the directory structure on the SD Card.
Put the SD Card in the Card Reader and attach it to your computer.
Then (assuming you have Windows) you can launch Windows Explorer. Under the Computer section, you'll see a drive letter for the SD Card.Click the plus sign to expand the SD Card; you'll see the directories created by the Sony Reader.
Now you can drag & drop book files from your computer to the Books directory on the SD Card.
Hope that helps.