Here is a reply from Sony:
Thank you for contacting Sony Connect!
We want to thank you for your recent purchase of the Sony Reader. The Sony Reader was designed for you to read all types of materials in multiple formats. Unfortunately, if you are not a resident of the United States you will not be able to purchase Connect eBooks from the Connect eBook store.At this time we do not have an anticipated release date for the purchase of e-Books outside the United States.
This does not mean that you cannot get materials to read on your reader. Since the reader is able to display RTF, TXT, PDF (unsecured), and LRF files there are a huge number of places on the Internet you can go to get reading materials. You might wish to check out the following sites for starters:
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www.gutenberg.org
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www.manybooks.net
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www.baen.com
Any site that sells/delivers unsecured reading materials in the supported formats should be able to be read on the Reader. Also, interesting reading from the Web can be copied and pasted into a word-processing program and then saved as an RTF (without photos) for viewing on the Reader.
Please let us know If you have any additional questions or concerns and we will be happy to assist you.
If the information I have provided does not completely answer your question, please update this incident so I may be of further assistance to you.
Pretty sad.