Look into the documentation for your Sony and look at what file formats it supports. Look at the file format of the Kobo book you downloaded. Are they a match? Does your Sony support the format of the kobo book? Most PDF format books are encrypted so that you are forced to get all of your ebooks from the company that made the reader with the exception of the epub format books. Did you download the book in epub format? If you got it in PDF you will need to get the book with Sony's encryption not Kobo's encryption. My Libra reads the encryption for Borders and can read any epub format, thus I can go on to Sony's ebook store and buy an ebook in epub from them and read it on my Libra.
I also recommend that you put a new thread in the Sony sub-forum where you will get advice from other Sony owners. As a Libra Pro owner there is only so much that I can help you with. I have never used the Sony software and would not have an occasion to use it thus I can't help there.
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