Do your ebooks have DRM on them?
If they don't have DRM it is very easy. The Sony acts just like a portable hard drive.
1) Plug the Sony into your pc or MAc
2) Copy the files to a folder on your PC or Mac
When you are ready to read the ebooks you can simply move them from the PC folder to the Sony ereader by copying them back again.
If you want to manage the ebooks, you could also download a free program called Calibre,
http://calibre.kovidgoyal.net/download. This program is great for managing ebooks metadata and sending them to your device. It can also download newstreams for your device.