I'm trying to decide if I want to get an Analog subscription during the sale so I just bought a single issue to check out.
First I went to...
http://www.fictionwise.com/servlet/mw?a=mv&t=kindle
...and put my Kindle's email addy in the box and hit submit.
Then I went to Amazon/Manage Your Kindle and added
kindle@fictionwise.com to my approved email list.
Then I bought my issue and when I went to my Bookshelf after the transaction I had the option to download various formats and a button saying Email to Kindle. I selected Kindle Compatable Mobi from the list (not sure if I needed to or not) and then clicked Email to Kindle.
I just checked the Manage Your Kindle page and it shows up in the Delivery Status area.
EDIT: I just sync'd my Kindle and the issue of Asimov's I bought downloaded and is now ready to go.