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Welcome to MR!
You'll probably get more answers if you ask the question in the Sony & Calibre forums here, but for the meantime...
You don't need the Sony software (can't recall now if it is needed to register the reader, but you certainly don't need it for anything else) - you can also buy from Smiths, Waterstones etc without having the software installed - although I'd also suggest looking at places like Books on Board.
There is a users guide to Calibre on the website, but the easiest way is to select the books you want to transfer, then click the Transfer button, and select Main device (or one of the cards, if you have a card in).
You can also use Calibre to delete books from the device - click on the device in the little bar near the top (just to the right of Library), and then select the books you want to delete. If you try and remove the books from the library it will also delete the files from your computer - I'd strongly advise taking backups in case you do this by accident (same for accidentally deleting any other file, really)
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