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Check out "Desktop Manager" which comes on the CD with the BBs, or can be downloaded from BlackBerry
Included with Desktop Manager is Intellisync, which will allow you to sync contacts, notes, calendar and tasks from your desktop e-mail program (many people use Outlook). You can't bring over the NK2 nickname file, but you should be able to bring over all of their contacts.
This is done via USB cable; to do wireless sync you would need BES.