I think you need to activate your Sony with the Sony software, and also activate Digital Editions (that was how I did it, anyways - I used an XP VM under VMWare Fusion on my Mac to do the neccesary rather than a seperate PC).
If you register your Sony as being in the UK, you won't be able to use Sony's store - the software will link to Waterstones instead. But you don't need the Sony software to buy ebooks from Waterstones, or anywhere else for that matter. However, you may want to investigate places like Fictionwise and BooksOnBoard for buying ebooks - their sites are easier to navigate and tend to be cheaper!
You can use Calibre to transfer DRM'd and non-DRM'd content from your Mac onto your reader, irregardless of where you bought it. However, Calibre can't convert ebooks that have DRM into other formats, it can only do that for DRM-free ebooks.
Finally, welcome to the forums!
(And you don't sound like a dullard at all
)