Amazon Kindle Store sells .AZW ebooks protected with DRM. To read ebooks from Kindle Store on
Sony Reader, you need to remove DRM protection from .AZW ebooks and then convert them into EPUB or LRF format (see what formats your Sony Reader supports). You can do both (drm removal and EPUB/LRF conversion) using freeware
Calibre.
Download freeware Kindle DRM removal plug-in for Calibre as well as standalone Kindle DRM removal software:
ebook DRM removal tools archive.