1. Buy it from the Kindle store on the device and have it delivered wirelessly to the device.
2. Buy it  at the online kindle store and have it delivered wirelessly to your Kindle.
3. Buy it online at Kindle store, then Use your USB cable to download it to the device.
4. Get it free from Feedbooks.com, Manybooks.net, and Projet Gutenberg and have it delivered wirelessly to the Kindle.
5. Download it from any website and if the format is compatible with Kindle, use the USB cable to download.
6. Find books in other non-kindle-compatible format. Use Stanza to convert format to a Kindle readable format then download to Kindle (USB cable).
7. Use MobpiPocket Creator to convert text, HTML, MS Word and PDF files to MobiPocket (prc) format, then download to Kindle.
8. Use stanza to convert any non-encrypted files to stanza compatible format, then use  Creator to convert it to prc format, an download to your Kindle.
9. Use Calibre, to convert formats then download to Kindle.

To complete the process you will need the following:

Computer, CONNECT Reader Software, internet connection, USB cable, and Sony Reader.

Computer System Requirement
Operating System
Microsoft Windows XP Home Edition,
Windows XP Professional,
Windows XP Media Center Edition,
Windows XP Media Center Edition 2004,
Windows XP Media Center Edition 2005

CPU
800MHz Celeron class processor or better

RAM
128 MB or more

Free space on hard disc
20 MB or more

Monitor
High Color or more, 1024 × 768 dots or more (True Color, 1280 × 1024 dots, or
more recommended)

Other devices and Resources
CD-ROM drive, USB port, pointing device such as mouse or track pad, and Internet connection (broadband recommended).

Downloading ebooks To Your Computer
Step One: Install the CONNECT Reader Software on your computer. Do so by inserting the supplied CD-ROM into the computer’s CD ROM drive. When the install Wizard screen appears, follow the on-screen instructions to complete the process.

Step Two: Start the CONNECT Reader by clicking on the Start menu, then select “All programs” –”CONNECT Reader” – “CONNECT Reader.”

Step Three: Click on “eBook Store” in the Source view of CONNECT Reader – The “eBook Store” page appears. Authorize your computer and the Sony reader by following the instructions – You will only need to do this the first time you visit the ebook store.

Step four: Follow the instruction in the store to download (purchase) ebooks – they will automatically be imported to the “Library” in the Source view of CONNECT Reader.

Transferring Content To The Sony Reader
Step one: Connect your Sony Reader(PRS-505) to your computer with the USB cable -“Sony Reader” appears in the Source view of CONNECT Reader.

Step two: Click “Library” in the Source view, then click “List view” – all the content in Library will be listed.

Step three: Select the content you want to transfer from the list (select multiple content by holding down the Ctrl key while clicking on the content).

Step four: Drag the content from the list to “Sony Reader.” – your content is now transferred to Sony Reader.

Transferring Content via Memory Card
Method One
Insert the memory card in Sony Reader, then follow the above steps. In step four, drag and drop the content onto the “Memory Stick on Sony Reader/SD Card on Sony Reader.”
Method two
Step one:Insert the memory card in the slot on your computer – the memory card icon appears in the Source view.
Step Two: Follow the above steps. In step four, drag and drop the content onto the “Memory Stick on PC/SD Card on PC/Memory Card on PC.”
Step Three: Insert memory card into Sony reader to access content.