Nope, easiest thing in the world .......
Plug kindle into pc usb port.
Open calibre, right click mouse on the book you want to transfer, choose "save to main memory"
Calibre will then convert to AZW format and load on kindle.
I'm currently reading SF the Archimedes Engine by Peter F Hamilton, and the mystery series Alex McKnight omnibus by Steve Hamilton. Always use my Kindle as it's easy on my old eyes.