No, you do not need to tweak them. I buy EPUBs from Kobo and many other sources. I import them into Sony Reader Library and transfer them to my ereader just the same as an EPUB purchased from the Sony Reader Store. You just have to authorize your Sony ereader to your Adobe Digital Editions account.
There is a list of ereaders that work with the Kobo store at the link below. Just keep in mind it hasn't been updated for the latest generation of Sony ereaders. The 350 / 650 / 950 will all work fine.
http://www.kobobooks.com/ade