The absolute easiest way to do it is to download ePub formatted books (the most common format) to a folder on you PC.
Plug in your Sony to the PC.
Open the "My Computer" folder and then double click to open the drive that is your reader, just like you would do for a CD or something.
Open the "media" folder on your Sony.
Copy the books from the folder you saved them to the media folder on your Sony.
Eject the device and disconnect.
It is that easy and only takes a few seconds. Don't worry about experimenting and maybe messing something up. The very worst you can do is brick it, and that is fixed by re-loading the system from the Sony website.
Trust me. I'm experienced in bricking it and unbricking.
