If you copied the file in from a Mac, you might need to be sure the file you put on the device is has a name that ends in .epub.
I don't know if Android requires that or not, but it may.
I just bought and downloaded a book from online on my laptop and since I cannot connect to my college's wifi on my Nook, I just plugged my Nook into the USB and put my book on there under My Documents. The file is there but the screen on my Nook says "Cannot open book- unsupported file type."
I got it straight from the B&N site so what is unsupported or wrong?
There are probably 2 dots in the filename. Because of that the Nook cannot recognize the ".EPUB" extension. Remove the first dot, so that only ".EPUB" is left.