You can also use the Sony Software to drag and drop the LRF files. Just turn off the option to auto-sync your books.
Some people find the Sony Software a little clunky (I agree with this). But doing it this way gives you the advantage of having the books pre-paginated before being transferred to your device. This means that the first time you open a book on the reader, it'll open a lot quicker because the reader won't have to do the work of figuring out the page breaks. (This only affects the first time you open the book or change the font size in a book.)
Have fun with your reader!
dordale