I'm having the same problem. I download the file and drag it into the nook box that opens when I connect my nook to my computer. It says it's downloading to the nook, but then the nook does nothing about it. I'm going to go visit the store this afternoon and see if I have better luck with the in-store WiFi.
If the store was farther away from me, I'd be really pissed. Not that I'm exactly happy