I have allowed amazon e-books into my firewall after I vet they are from a publisher I can trust... I do not have interest in allowing books from strangers into my firewall. Some authors on amazon have posted their books DRM-free (Brandon Sanderson is an example).
I usually check to see if the publisher sells the e-book directly. If so, I will consider buying there. Usually amazon has a cheaper price, and I buy from them and strip the DRM.