If you intend to use the Kobo with only drm unencumbered books, you don't need to use the desktop software or set up the device at all. Search the from for instructions on Manual update, and away you go.
Edit: It's a shame Kobo makes you search the dark corners of the net for this simple inforation... That's a nice thing about the Kindle.. Updating is straightforward and the firmware binary download is prominently provided. If only the damn things could read epub straight up. *sigh*
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