Hi. Where are you downloading the books from? Are these books that you purchased from someplace other than B&N? Are they library books? If you purchased them from B&N, you would not need to download to your computer and then sideload to the Nook. Just download them directly to the nook via wireless.
If they are from a library, you'll need to download and install Adobe Digital Editions (ADE) on your computer and register it (it's free) through Adobe in order to be able to copy books from there to your nook. When you go to download from the library and it asks you whether you want to open or save the file, click OPEN. that installs the book into ADE. Connect your nook to your computer via the USB and then when the nook displays in ADE, just drag and drop to your nook.
When I've purchased books from someplace other than B&N, I've just purchased and downloaded the books to my computer without using any other software. (But I've only downloaded from FictionWise and one other romance ebook store whose name escapes me right now.) Then, I plug the nook into the computer and drag and drop into the nook "My Documents" folder.
HTH