I had a kindle abroad when it was just for US wireless and I did everything by wire.
You plug it in through usb to your computer. When you buy the book on amazon it asks "To which device do you want us to send the book".
From the drop down menu you choose "Download to pc"
After that you just drag and drop the book file (.azw) into your kindle file (documents) and it will show up on your kindle.
It seems hard, but the whole process takes less than 1 or 2 minutes.
hope this helps