Hi Glen and welcome!
I'm afraid you've picked the wrong format. Calibre is a fantastic tool and I use it all the time, but the one thing it won't do is pdf files. In fact, I don't think you can do much with pdfs at all except crunch them to html. There have been many discussions here about how useless pdf is for ebooks and how pdf doesn't really work with the Sony or any other ereader because of the 're-flow' of text, even when converted from html to lrf (don't ask - it's alchemy to me, too!).
Having said that, I have used pdfs on the Sony by downloading them to Adobe Digital Editions (free, but you need to activate it) and then transferring it to the Sony. But it doesn't look good........
Sorry!