Welcome alchemyst!!
Glad you're enjoying your reader so far!!
My recommendation is to download Calibre and use it to convert your books to either LRF or ePub. It's really a very simple process. And Calibre will let you download meta-data and covers from the Internet for your books. It'll then insert the covers into your books.
By the way, the reader won't read doc files (the software converts them to rtf (I think) before uploading to the reader. Also, I haven't read any rtf files on my reader yet, but I seem to remember others posting that the reader will not support embedded graphics in rtf files.
Hope this helps--
dordale