Windows Phone devices do not sync contacts and appointments to a local computer via ActiveSync or Windows Mobile Device Center. Instead Windows Phone syncs contact and appointment data directly to web-based services, such as Outlook.com or to an Exchange Server account.
When I switched over from Windows Mobile devices to my first Windows Phone 7 device, I spent some time exploring the Outlook Hotmail Connector as a way to manage my contacts and appointments on my local computer while also providing a way to make the data available for my new Windows Phone 7. In this tutorial I use Outlook 2010 to demonstrate setting up the Outlook Hotmail Connector. The menu settings are similar for Outlook 2003 and Outlook 2007, but you may have to hunt around for them a bit to find them.