Calibre is a fantastic library managment program but would like something that handles the collection function.
Yes Kindlean or this app which I use on my K4
http://www.kindlecollectionmanager.com/
Collection Manager is an excellent program and, once you get used to it, it may be better than the Kindlean program. Simple and functional. Lets you know what books are in collections and what books you didn't catagorize yet. Lets you make a collection and add items to it. All Drag and drop and click and command.