I use both programs together all the time although I gennerally only transfer with Calibre.
I have Sony reader as the default reader for lrf's and epubs instead of calibre's viewer. On my system it loads faster and allows only one instance to run which I prefer.
My only problem is one inherent in Sony reader(SR).
SR always tries to load the last file it opened before the one you are trying to open.
If SR opens a file it can't deal with it will hang or never run again until you delete or rename that file .
When this happens I exit calibre, rename the calibre library directory, open a known good file after clicking ok on the error message.
Then I rename the calibre library directory back to what it was and all is well again.
I had many corrupted epubs due to a dying hard drive
Helen