Right, I'll try that, but I actually own a Sony Reader, so I'm a bit of a loss to see how that helps me specifically!
Cheers for the tip off, though. I'll see if I can actually produce an ePub first, and then worry about getting it on to my Reader later!
EDIT: Aha! That's worked and kept all my formatting, etc, which is great. I've just tried reading it in ADE, and it worked fine. Thanks, Kovid, I really appreciate your help.
However, is it the case that this ePub file I now have
cannot be used on my Reader?