You can go to
http://www.gutenberg.org/wiki/Main_Page, search for the book you need or parse through the list of top 100 downloads, and download the epub file (listed at the bottom of the page).
To transfer the file to the reader, connect the reader to the computer, and copy the file to the reader memory.
An easier way would be to install calibre (
http://calibre-ebook.com/), start calibre and connect the reader. calibre will detect the reader. you can add books to the reader from calibre easily.