Things to remember when starting up your Kindle 3 for the first time.
1) When the Wi-Fi Connection asks for a password, what it really means is the “wireless key” number that’s printed on the back of your hardware wi-fi router. You may also need to tell the Kindle what type of encryption your wi-fi router uses (e.g.: WEP).
2) The mini-USB to USB cable is the same as the mains connection cable. The desktop USB connection fits up inside the mains electricity plug.
3) There doesn’t seem to be any “auto-copy/sync” from your desktop Kindle for PC application to the Kindle. You need to manually copy and paste your library of ebook files to the Kindle using Windows Explorer, after connecting the required cable. Or you can use the free Calibre ebook management software. [Update, Jan 2012: Amazon now offer a free Send to Kindle service for any file on your PC]