Don't Expect every file to convert perfectly every time. Some conversions (and conversion programs) are better than others. Some files are better than others, and lend themselves to conversion for your Kindle better than others.
Pdf files, for example. While you can "read" them on your Kindle, they look a lot better on a Kindle DX. The larger screen makes all the difference in the world. If the pdf file is mostly text, you can try converting it to .mobi or .prc for your Kindle using either Calibre or Mobipocket reader. It doesn't hurt to try it to see if it is an acceptable conversion.
What I'm really trying to say is don't blame yourself if a book just won't convert perfectly. It isn't you at all. It could be any number of things totally out of your control. Finding and converting books is actually fun. You never know what you will end up with, and there is nothing more exciting than not knowing what you will end up with. Hehehe.
