There are also plenty of applications out that can you do this!
The free MIQ application from Best Buy Mobile backs up your phone to a private online account, saving contacts and all other data you may want. You can log into your account from you computer and import contacts from places like gmail or outlook. This data will automatically push to your phone. Very easy, with cool features to help you get the most out of your phone and ensure everything is always backed up!
Hope that helps out!
__________________ mIQ: Free Mobile Phone Backup, Contact and Calendar Sync, Web Text Messaging, Photo & Video Uploads, and Connection to your Social Networks