Set up a boot camp partition and use Parallels for it. Most everything should work in Parallels. But some recommend that you update firmware using a native Windows PC (boot camp).
That said, all you need windows for is to register the reader to your ADE account. If you are going to buy ebooks from the Sony store then you will need your VM to do that. But... I have never bought an ebook from the Sony store. (Even when before I had my Sony reader.)
BOb
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