Is what i pasted below the instructions you are following? Do you have Adobe Digital Editions installed?
How to authorize a Reader to an eBook Store account.
To transfer books from a computer to the Reader, you must authorize the Reader to your account. Authorization links your Reader to your eBook Store account, allowing books purchased from the eBook Store to be transferred to the authorized Reader. You can authorize up to six devices to a single account.
1. Launch the Reader (eBook) Library software.
2. Log in to your eBook Store account.
3. Turn on the Reader.
NOTE: For best results, we recommend that the Reader be fully charged before starting the authorization process.
4. Connect the Reader to the computer.
5. In the eBook Store pane, click My account .
6. On the Account Management page, under My Authorized Devices , click Manage Devices .
7. On the Manage Device page, under We have detected the following attached Devices: , click the Authorize this device button.