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When you buy a book from Amazon now, it delivers it to your Kindle for PC by default, since you don't have a Kindle. Once you get a Kindle, they'll change that setting to deliver the book directly to your Kindle, presuming (perhaps incorrectly in your case of not having wireless) that you'll be in wireless range (or 3G if you were to buy that) at some time and will turn on wireless on your Kindle. If you're not going wireless (nor 3G), you can change that setting back to deliver books to your Kindle for PC app by default, and sideload via USB.
Another solution, other than buying and setting up a home wireless router, is to buy the 3G Kindle for $50 more. That way, the books appear on your Kindle whenever you turn on wireless (the Kindle calls it "turn on wireless," and tries wi-fi first, and it it can't find your home wireless connection, it'll deliver the book instead via AT&T's 3G cell network). Of course, an extra advantage to 3G is that it's available most places, whereas wireless is mostly accessible in your home and some free hotspots. Also, there's no setup whatsoever as to choosing which wireless network to use: hotspot or home.
Wireless or 3G allow you to buy books directly from your Kindle--no need to always use the computer.
If you have the book delivered to your Kindle, it's not delivered to your PC app, and vice versa. On the devices/apps you have that don't get the delivery automatically, it's always available by fetching from the archived list. In other words, Amazon wants to send the new book to just one place, but gives you the option to manually fetch to other places.
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