In case somebody still wants to do this without Calibre: the instructions on the Kindle site are actually incorrect/outdated for USB transfer of converted documents. What you have to do is email the document to your Kindle account @free.kindle.com (NOT @kindle.com, which used to work also but now only works over wireless) and then the converted document will be sent as an attachment to your email (if you have more than one email linked to your Kindle account, it will be sent to the primary email, not necessarily the one you sent the original file from). Then you can just copy it into the documents folder on your Kindle. I hope this helps.
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