It sounds like you might be using the wrong version of Mobipocket Desktop. You need version 6.0, because it is the only that recognizes the Kindle, and will place ebook in the "documents" folder.
You can find it here:
http://mason.gmu.edu/~nhoffeld/Mobipocket6.zip
You might also want to read this (It sounds like you might know most if already):
https://www.mobileread.com/forums/sho...r+kindle+guide