You cannot change the shop, but you can access the website of your favourite bookseller via the integrated browser and purchase eBooks. The PocketBook then accesses your cloud and you can download the eBooks directly.
You can also assign an email address to the PocketBook, to which you can conveniently send your eBooks, or you can synchronise via Dropbox.
Have fun with the product. You can also find more helpful information at ereaderin.com in my blog.
kind regards
your eReader