Free software e-Book manager, Calibre . It's available on several platforms (Mac and Windows at least). It will convert many different formats into many other different formats, and will transfer them to and from your Kindle device. It doesn't write Amazon's proprietary format (.azw) but it does output Mobipocket format, which Kindle reads perfectly well.
When you connect the Kindle to your PC, it becomes just another drive on your computer, and you can move anything back and forth from your C drive. When you move a document to the Kindle, you place it in the /documents folder, and it will show up after a delay.