Hi guys,
Thank you for answering and commenting this thread.
@Doitsu: Ryan Stenhouse's trick is very nice, thank you for sharing

As for xmdf... well, I have no clue, I will have to search internet to get one free book in this format. I'll make sure to post the result of my tries on Kobo.
@Radius: about the ebook, I only have the Hagakure that was attached to the first post of this thread. Sorry I am not sure it will safely support the conversion to sony format.
@Towaris: hmmm, didn't understand at first your comment on Sigil, I naively thought it was almost an epub3 editor... and then I searched the web and discovered that I was wrong (well, you know, the information was so hidden... only the first of the FAQ
http://web.sigil.googlecode.com/git/.../Text/faq.html
It is much clearer now. Thank you for this crucial but disappointing enlightenment.
Regards to all,
François