I wish I hadn't downloaded the Sony software. I had to get help to stop it from opening everytime I plugged in my reader. I think Sony will try to install as soon as you plug your reader in.
Calibre does the same thing but easier for me to understand.
I installed the Calibre on my computer, and then plugged in my reader. You can then choose to look at your books in your Calibre library on the computer, or see what books are on your reader.
It may not be the most correct way, but this is how I do it.
1. Download books to ebook folder on computer.
2. Add the books to my Calibre library using the blue book thing in the top left.
3. Send the books I want to read using the Send to Device button.
So far I have not had any problems. I have only downloaded books from Smashwords, MobileRead, and Google books.
Hope this is of some simple help.