Kindle help anyone???

I know, I know, I've asked for help for Kindle before, but I have a more specific question this time.

Does anyone know why I cannot see MOBI or PDF files on my Kindle 3? Everything I've read online tells me that my Kindle 3 WILL READ PDF AND MOBI FILES WITHOUT HAVING TO CONVERT THEM TO AZW FILES. On AO3, I can download fics in either MOBI or PDF format, and very much want to put them on my Kindle so I can read fanfic at work! (Well, I cannot download from AO3 today, as there seems to be some problem - but I've done it before!)

But, I cannot see the file at all on my Kindle's main menu, which led me to believe that I had not actually installed them there. But when I plug my Kindle in to my laptop, and explore the device, I see the files in there - both MOBI and PDF, and I can open and read them on my laptop. However, they just aren't viewable anywhere on the Kindle!