Dave--You need the Sony software to buy books from the Sony store, but there are plenty of other places you can buy books from...best to try and buy books in ePub format. Check out booksonboard or fictionwise. Also, some libraries allow you to download books that will work on your reader--they'll expire after 14 or 21 days, but are free to download. All you need for this is a library card.
I don't know why you can't seem to access your Reader through Calibre unless you have the Sony software running. I don't have this problem. Whenever I plug in my Reader and start Calibre, it takes it a little while, but it always sees my Reader and the SD card I have inserted in it...no need for me to start the Sony software.
Hope this helps!
dordale