The ABC Amber Sony Converter can supposedly convert LRF to PDF, HTML, DOC, etc. You can't convert to Mobi in 1 step, but you should be able to use this to convert to a format that can be converted to MOBI with a different tool, such as mobipocket creator.
Here is the link:
http://www.processtext.com/abcsonylrf.html
Now, if anyone finds a way to convert the lrx files, let me know! Once Google Books completes their lawsuit settlement and opens up the market for ebooks, us Kindle users are going to find ourselves wishing we had a Sony eReader I think!