The underlying issue is that the Reader uses a single file to keep track of 'meta' information, such as collections, and this is written to by both Calibre & the Sony software when either updates something on the Reader. The file will be saved when the Reader is (safely) unmounted, so using one or the other is safe if there's a disconnection between them, but if you're not the type to remember this, then the simple answer is to stick to one or the other for the transfer and just export/import from/to the other via the PC's hard disk.
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