I'm sorry, but I don't think I can help you because there is not enough
information in your post and I'd have to make too many assumptions. Here's
a start on what we need to know in order to put some context around the
question you've posed.
First, is this your first ereader? If so, have you used ADE before with
another ereader? If you haven't used ADE before, did you register with the
Adobe website before you downloaded ADE?
Next, what is the model number of the ereader?
Are you getting messages from ADE? If so, what do they say?
Did you register your SONY ereader with the SONY Reader Store?
Have you update the ereader's software on the SONY website?
You mention Wi-Fi: does this mean you're trying to access ADE via the SONY's
What kind of computer operating system are you using - Windows with XP?
Windows 7? MAC with Leopard/Snow Leopard/Lion?
All of these factors could contribute to your problems.