Is there a utility to do this ? If not it is incredibly annoying !!

Take em out as VCards, then import them to outlook.  Then set ActiveSync to sync your contacts.  Voila, Job done.

Youd think there would be the facility to take em straight over.

That way didnt do any good - for some reason - some of my contacts have 5+ numbers and are in the phone memory - there was some ballsing up with the vcard that i recall

paid my brother £20 to manually copy 370 contacts over

I did the same a few years ago - although it was a sister. The rate of error was so high I had to go back to finding an automated solution...which came in the form of Oxygen Phone Manager II