Im not sure if the SL you can transfer PDF to as I use Calibre which is a free library (see elsewhere on the forum) to arrnge and transfer books to the reader. You can also convert the books to LRF or EPUB.
http://calibre.kovidgoyal.net/download
Download Calibre and then plug in your reader and it should recognise your Reader. But do not have Calibre and your SL open at the same time.