When mine was all stock, I used a program called calibre. It's free and is sort of like an itunes type thing for ebooks. It will convert them as well as long as they don't have DRM. There is an option to push to device (or something like that).
You can move them yourself, but I can't remember where anymore (it's different when running a custom ROM and kindle app). I think it might be in books (or possibly documents) when you mount the kindle sd partition.
You could probably also email them and open them on the kindle as well.
Hope that helps. I can post a calibre link later if you want it.