Are you sure you don't have a wifi router? Most people do.
It's a lot less hassle to register the kindle on a wifi connection, and a heck of a lot less hassle and quicker to download your books via wifi.
However, a wifi connection is not essential.
Here's how to register your kindle if you don't have wifi:
http://www.ehow.com/h...ter-kindle-wi_fi.html
In order to download books, you'll need to download them first to your computer, then transfer them to your kindle via the USB lead.