How can I download book from Kindle app to Kindle Volume? How can I pass content I've bought on Amazon to my Amazon Kindle (Paperwhite)? Because it turned out that it is not that easy. Actually, it is really hard.

What I've tried so far:


Shared Wi-Fi from iMac, but Kindle says that "Peer-to-peer networks are not supported by Kindle". Fail.
Installed Kindle for Mac app, tried to find something like download to device. Fail.
Installed "Send to Kindle app" and realised that it solves completely different task.
Found path where Kindle for Mac stores downloaded books, copied files to Kindle's Volume document folder. These books are seen but Kindle refuses to open any of them claiming they are not mine.
Downloading to my good old Kindle DX, trying to copy to Paperwhite. The same shit as in previous attempt.


My MacOS is 10.8.2 if that helps. 
I'll appreciate any kind of advice. Whole this situation is making me annoyed. I mean, it is my content, I've bought it.
I would use a different book manager on your mac. I would install something like Calibre to manage your e-books.

Calibre is very flexible and there are plug-ins which allow you to remove DRM. This then allows you to share your content across devices without having to have the device registered with Amazon.

I would then download your purchased e-books from Amazon using the "transfer via USB" option. You only need to have one device registered with Amazon for this method to work.  However if you have your paperwhite registered you can also do the transfer via USB with DRM in tact, as stated in the other answer.

When you import them into Calibre the DRM is removed and you can then move the books via USB to any device you want.