I buy secure reader from Fictionwise for my PRS-500 and your steps work fine, the only thing to be aware of is that calibre doesn't store the LRFs in a directory, all the books in it are kept in a single file database and you need to Save them to disk from calibre if you're copying the files across by hand.
Personally I use calibre to upload the books, and the Sony software isn't installed on my PC at all