yeah we found that borders and A&R would let us download direct to the e-reader, but with websites like book depository and ebooks.com, we had to download to computer and then transfer to the reader. not a big deal really but DH was a bit peeved, he had grand plans of being able to surf directly from his reader and press a button to get a book! i think the kindle is better for this, from what i've heard?
waterlily - i've heard there's a software program you can download called Calibre, i don't know exactly how it works but i think you can buy books from places other than amazon, convert them to pdf and then read on the kindle? this might get around your problem of not being able to buy the books you want on amazon?
p.s. game of thrones is awesome!!!