Just a quick note before I explain. You will need to do with with Windows as you will need an activated copy of MS Reader and Internet Explorer to download MS Reader format ebooks if you choose to do it that way.
Your best bet if you are not purchasing from The eBook Store is to purchase MS Reader (LIT) format and then use ConvertLIT to convert to a DRM free LIT. Do not explode. That will give you a bunch of files that will be harder to convert to LRF. Then you can use LIbprs500's lit2lrf to convert it to LRF very easily.
I use (most of the time)...
Code:
lit2lrf --header --right-margin=0 --left-margin=0 --wordspace=1 --base-font-size=10.5 filename.lit
The --font-delta value sometimes has to be changed to fit what I want. So sometimes I do have to do it more then once to convert.
I suggest you read the following threadsto get more of an idea what's what....
https://www.mobileread.com/forums/showthread.php?t=11618
P.S. You can find ConvertLIT via a Google search. We cannot give you explicit instructions how to use ConvertLIT. Sorry.