Calibre is your best friend for converting ebooks. It also works well for managing your ebook collection and sending ebooks to your device.
As to shopping... there are plenty of websites where you can buy (or find free) ebooks. Sony is not my first choice as an ebook distributer. You can even buy books from Amazon and Barnes & Noble, but you'll have to strip DRM to add to your Sony and convert Amazon Kindle books to epub. There is a bit of learning curve, but once you can do this you will find that the world of ebooks opens up a lot more for you.
Vic
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