In answer to your questions.
You do NOT have to jailbreak to sideload to a Kindle.
You will however have to convert the Kobo books to a Kindle format in Calibre.
Third even if you jailbreak your kindle, you can still use the Amazon store.
Now I am curious where you heard you have to jailbreak a Kindle to sideload and that if you jailbreak you can't use Amazon. Both are incorrect. You do not have to jailbreak to sideload and you can still use Amazon on a jailbroke Kindle.
Matter of fact, you have to have a registered to Amazon Kindle to even do the jailbreak.
Now before you even think about a jailbreak. Please read all the instructions and spoilers in the software jailbreak thread. If you do not understand a step, do not attempt it.
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