First, welcome to MobileRead.
Second, if your library is like mine then the ebooks that they lend are expiring PDFs. I know that the Sony Reader will not read them and even my home PC (Windows XP) is not crazy about them. Give your library a call or check on their website.
I have not heard of any eink device that will read protected or expiring PDFs. (I have been wrong before, this would not be the first time if I am wrong.)
With Adam's instructions and help you should not need your computer guy to set things up. He is most likely as new to the devices as you are. For downloading and putting ebooks on your device that should be a piece of cake (after the first few.)