There are a couple of
Beta software hacks that will allow you to read non-DRM ePubs on your Kindle.
FBreader/fbKindle which runs inside the original Kindle software. The English version of
Duokan which turns your Kindle into a dual-boot reading device. Be sure to read through the threads to see which one works best for you but you can run both on your Kindle.
If you are uncomfortable with using any kind of hack, as HarryT said Calibre would be the best way to go and it can convert your entire library at one time (leaving you with an ePub and Mobi version).