Welcome to the board!
Are you trying to download PDF or EPUB? If so, you need adobe digital edition (ADE). You need to download the software to your computer. Your sony should already have it pre-installed on your reader. Once you have downloaded it, you can choose your other content in EPUB (preferably) or PDF format, and then click "open" and it will open right into your ADE on your computer. Then, with your reader plugged into the computer, you just drag and drop the book onto the reader on the left hand side (the icon will show up for your reader).
Then, if you like, you can open up the sony software and place the book you downloaded into one of your collections, or rearrange where it goes.
Hope that's helpful! Feel free to post more questions on the 500/505 board! Again, welcome!
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