What operating system are you using? If you have Windows you can use Adobe Digital Editions to download the book from Overdrive. Plug in your reader - it should appear on the left of ADE then drag and drop the book onto the reader icon.
Not sure about your library but the one I use isn't compatible with Kindle - the Overdrive website lists devices which work with their system.
What ever you end up with, I hope you enjoy it - I have a Sony PRS 350 which works fine with Overdrive.
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