You can get ebooks for the eReader from online ebook stores, or from a disc where ebooks are pre-loaded (these discs can be found on sites such as eBay).
The best format ebooks for the 4000 include EPUB and TXT (both non-DRM).
Some sites, such as Waterstones, have a DRM lock on their EPUB ebooks. To remove this DRM lock after purchasing the ebook, please read the ‘Download DRM ePub eBooks’ post on this blog. The easiest way is to ensure you buy NON-DRM ebooks.