Thanks. I wasn't sure whether the elibrary was importing the content or just a reference. I think I've got it sussed now. When the download option comes up, I ask it to save the file, rather than run, and have set this as the default for all files of this type. Then I move them from the desktop to "My ebooks" (a folder in my documents) and import them to the elibrary from there. This seems to work.
I'm so looking forward to having something nice on which to read all those gutenberg books I've collected. I've that the lrf format fits the elibrary preview so much better than the gutenberg txt format. I wonder if I'll bother redownloading them from manybooks