It seems that Amazon's Kindle ebook reader doesn't support the epub format. It would probably be a good idea to include another ebook format as well, like mobipocket.
For what it's worth, Calibre will convert it for you ( and manage your library. ) it's a bit of effort to use but its something you rarely have to use. http://calibre-ebook.com
[1]: http://www.amazon.com/gp/feature.html?ie=UTF8&docId=1000...