The following formats are supported out of the Box:

* EPUB
* BBeB Book
* PDF
* RTF
* TXT

In case you have eBooks in other formats - you will have to convert these. Best is the tool "Calibre" which runs under Linux/Mac OS-X/Windows using Python. However it will not convert all formats.
For all converting eBook's from other formats. I has avered that runnig the html-output through tidy - produces a way better output in LRF or ePub after it has been sanitized by tidy.

NOTE: Due to German Law, I am not allowed to publish the following tools here. Also - providing this information is just a hint for people like me, who buy their secure eBooks, and just want to convert these into a format suitable for their Reading Device !

For the special Secure eReader Format - you will need to find a tool called eReader2html (it's a python script). With this tool, you will be able to convert the Secure eReader format file into a HTML file, which can then be converted to the Sony PRS-505 native LRF format by using Calibre.

For the secure MobiPocket format, seek for mobidedrm in your favorite search machine. For this though, you'll need an ID which you can get by installing a mobipocket-reader software as found on www.mobipocket.com. Once the DRM removed, you can use Calibre to import it into your eBook library.

In case you are still uncertain as what to take, check out the WikiPedia E-Book Conversion entry.