I've had 3G on every Kindle so far too. There is no fee for downloading books purchased from Amazon (or borrowed through KU). Books borrowed from regular libraries (mine uses Overdrive) can only be downloaded via wifi. You can download them to your PC and sideload, though. As someone who only recently got wifi at home, I know all about that.
So if a book you bought from Amazon or borrowed through their KU subscription service won't download via 3G, I'd give Amazon a call.
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