In addition to transferring via USB from your computer to your K3, you can also do the whisper thing and email your ebooks to your K3 via your @kindle.com (wifi) or @freekindle.com (3g) accounts. Just be aware of a 25 MB file size limit (if you use GMail) when using this method to transfer ebooks. I've only run into one book thus far where this was a problem. Any books not purchased from Amazon already in your computer library should be able to be transferred this way.
Check into a software program called calibre to help you manage your ebooks. I believe there's a forum here at MR for it too. I email my ebooks to my K3 via calibre.
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