Anyone know how to download books to a nook?

I got one for my b-day and I've been trying to download ebooks from the library. For the life of me I can't figure it out. I read that all my downloads have to go in my documents folder, but it appears that it only reads pdf's and the library ebooks appear to be in a different format (although you need an adobe reader to view them).

I'm thoroughly confused with this very fancy paperweight that I now own. (oh, and all you tech marketing people, selling technology without instruction manuals- very aggravating!!)

http://www.nypl.org/using-barnes-and-noble-nook-nypl-ebooks

Thanks so much. The NYPL directions are so much clearer than the instructions in the nook manual. I missed the part where I had to download to Adobe THEN transfer to the nook. I thought I could save them directly onto the nook. These newfangled toys I tell ya...