Have a look at the top of this page.
There is logo and under that you see blue menu:
User CP, E-books,
Click on E-books.
There you can find thousands of books for download for your reader. Those titles were lovingly typeset by your fellow mobilereaders and are made available legally, for free.
Also click on Wiki on the very top of this page.
There you will find pages called
https://wiki.mobileread.com/wiki/Free_eBooks
https://wiki.mobileread.com/wiki/E-book_stores
https://wiki.mobileread.com/wiki/EBook_Lending_Libraries
There are thousands of books available for you for free and legally on the internet.
If you need help setting up the reader and starting to borrow electronically from your library, just ask here.
I suspect that the book on e-bay is a pirate copy.
I am not sure it will even display properly on your device. If it is just a scanned paper book it could be nearly unreadable because of too small text.