You can use Calibre to convert drm free lit files into the lrf format excepted by your Sony. Calibre is supposed to recognize your reader, but that hasn't happened for me (I really haven't taken the time to look into why) so I just import the converted lrf files into the Ebook Library. I don't have any pdf files, but the Sony documentation says that you can download Adobe for use on your device. If you go to the Sony reader website, the user's guide explains how to do it.
Good Luck!
Kaz