I believe the "normal" place to put books is under the [drive:]\database\media\books directory.
If you're using Calibre there are 2 places where you can define the filename structure of the books you send to the reader.
1. Preferences - Sending books to devices - Save template
2. Preferences - Plugins - Device Interface plugins - Sony - Customise plugin - Save Template
I believe #2 takes priority if you have both set. Check what you've got in these boxes to see if one looks "wrong".
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