I made the mistake of thinking that because I was logged into the Sony store and downloading a book, and that because while this was happening, my reader was plugged in and the software could use it, that meant my reader was 'authorized.' It just seemed logical, right? But apparently there is an extra step where you have to log into your account, add the reader and let it do some sort of unlock. It made no sense to me, I was plugged in and logged in and assumed that was enough. But this is technology so they never make it simple when it can be hard
I had the same triangle as you, it means you have to log into your account and add the reader to 'authorize' it.