Moji,
you can buy ebooks in epub format (with or without Adobe DRM), open them on your PC and then transfer them to your DR800 using the USB cable.
Depending on your location, there's a number of ebook stores available. You might run into the infamous "geographical restrictions" issue...
I find this website very useful for finding ebooks:
http://ebooks.addall.com/
It's mainly US based ebook stores, but recently some UK and French based were added.