As was said above, you will need to email the book to your device - not side-load it via USB.
See:
http://www.amazon.com/gp/help/custom...0375630&#email
Note also that emailing documents to yourself and downloading them to your Kindle via 3G is not free. And, depending on your settings, you might not receive any notification of the charge until after the fact. I was kind of surprised myself when I found out I had been charged the first time.
Of course, downloading via WiFi is free.