cabbie, another thing: if your library has NetLibrary books, the procedure is just about identical to the Overdrive steps. In my case, not all the library's eBooks are downloadable. Those that are have a link to "Check Out & Download this eBook." The NetLibrary advanced search form includes a check box to limit the search results to downloadable eBooks.
NetLibrary seems to be more prevalent in college & university libraries than in public libraries.