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http://www.smartphone-freeware.com/img2/sim-manager.jpg
Copy, backup, restore SIM and phone contacts on your Windows Mobile smartphone
Its free
Download: http://www.mobiletopsoft.com/smartphone/freeware/download-sim-manager-v1-4.html

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I dont have a windows mobile phone but my girlfriend has one.
Oh, this software is better
You just copy your sim contacts to your phone as a file, and you can email it, copy to your usb drive etc..