This transfer has been an issue for a lot of people... Especially those who come from a different phone. (BB)
One way to solve it is to use a backup application, like free MIQ Live from Best Buy.
You just download the app from the market and it will backup all the parts of your phone you want to a private account. (select contacts, sms, calender, photos, videos ect.) You can go online to manage your phone, import contacts(from places like outlook, gmail...), or manually edit online for them to push directly to your phone. Many other cool features for your phone!
Very easy to migrate phones, you just download the app on your new phone and log in, all your data automatically uploads to your new phone...
Hope you check it out!