Oh good -- someone else who didn't know, "and I holped"! (You are probably too young to remember that commercial)
You click on the bookname.prc to download to your pc ..... then attach the Kindle to your PC (or mac) with the USB cable. It'll soon appear on your desktop like a disk named "Kindle".
Just drag the books.prc to the folder named "documents" on the Kindle. Do a proper dismount of the "Kindle" disk, and then unplug. Voila!
