Once you've downloaded your ebook into Sony Reader then do the following in Calibre:
Add Books
Add Books from a Single Directory
If the directory doesn't auto open to the one in which you've saved this new book then look at
My Documents
Reader or reader library
It might be an idea to locate the directory that you downloaded the ebook into before you try to import it into Calibre - so you know where to find it.
I've described this for a PC, not Mac. So I hope there are some similarities.
Once you've downloaded the book into Calibre, then, if you've got Alf's Tools installed it will auto clean the book.
If you haven't got Alf's Tools then PM me.
Please ask questions anytime.