
(all three answers)
The epub files from Fictionwise did have the acsm first.
I also hadn't realized that after the actual book file downloads in ADE it goes to a folder "My Digital Editions" on my hard drive. So after it's gone to ADE I can import it to the Sony library. I'd been using File->Import for the non-DRMed books which I've bought or downloaded from sites other than Sony because I knew where to find them, but I hadn't realized that the DRMed books went into a different folder.
I didn't have the epub file association checked in preferences in the Sony software. I've now checked it, so we'll see what happens the next time I buy a DRMed epub. (It'll probably be a while though.)