Alternatively there's a service that I don't know if it's mentioned on this forum called
Lib2go:
http://www.2epub.com/
It's an online app that'll let you upload one format (like your sony LRX file) and download it's EPUB equivalent.
Can you PM me please so I can hear about your experience with the Nook? It was a toss up between the Sony and Nook for me. Thanks.