I know the books for e-readers are all different formats, so they are not inter-changeable, but is there any software available to convert say Kobo to Kindle and vice versa etc? Sorry, but I am a right numpty when it comes to techo stuff!
Yes and no :-)
There's software that will convert unprotected files. Converting protected files is more difficult (a bit like trying to copy a copy-protected DVD, or putting a DRM protected tune on an mp3 player that doesn't deal with DRM).
There's a great programme called calibre that I use, that converts most formats. Although as rojash said protected files are another matter, but I have a huge collection of ebooks and have found 99% of them have been unprotected, the only ones that are I have bought from Amazon...I have a sony reader not a kindle, but I am still able to read them on my laptop so not too much of a problem.