I got mine from Waterstones, and the free ebooks were on a CD, not already on teh reader. Having said that, if you want to keep those versions, it's easy enough to transfer them. Or you can get far better formatted copies from here (the ebooks link above).
You can also buy ebooks from places like booksonboard.com and fictionwise.com - which are both cheaper and easier to use than the Waterstones site!
And welcome
I'm sure you'll enjoy the 505!