Welcome.
First of all, you are better off with the Cybook. It's the better device.
One way you might get around the restrictions on the Sony Reader is to buy MSReader LIT format and convert it. You will need two things to do this: ConvertLIT and libprs500. You can find both through Google.
You should also look at our collection of ebooks formatted for the Sony Reader, and
www.blackmask.com.