I got a Kindle for Christmas and have been fiddling with it. My ebooks aren't in the Kindle library (which just means my publishers haven't converted their books to .amz format, for Kindle). BUT -- I can upload the books easily enough to the device.
How? you ask.
It was amazingly easy -- I got my latest book (shameless promotion here: If Not For You, available here from Cerridwen Press) in Mobipocket format. That gives you a .prc file. Then plug your Kindle into your computer and simply copy the .prc file to the /documents directory on the Kindle.
And my Wild Rose books: not as pretty, but doable. Buy the book in HTML format and download it to your computer. Then email the HTML file as an attachment to yourself at your Kindle email address.
The Mother Ship converts the HTML to Kindle format (.amz) and it appears on your device. There is a tiny transaction fee for it (a dime? something like that) but it comes in just fine. You don't get the cover art (bummer) but otherwise, it's all there.
No need to be in Deep Computer Mode -- it was easy!!
Ain't technology wunnerful?