yep, exactly. you need to download the latest version of desktop manager from blackberry.com. don't be surprised if it tells you you need the .313 software update as well, most replacements are still shipping with .204. not only will it transfer your contacts, but all of your settings, sms/mms messages, etc. as well which is nice. hopefully you still have your USB cable? if you get email to your phone, you will still need to update your PIN via the BIS or call customer care and have them do it.
unlike most nextels, bb's store your info on the device, not the SIM. you can upload contacts FROM a SIM with one, but not TO. on the off chance you do have contacts on your SIM, you can go to the address book, menu, and there is an option to read the SIM phonebook and upload anything you want. hybrid nextels work the same way (ic402/502/602/902).
of course, if you want to avoid the hassle of doing it yourself all together there is no charge to have it done at any sprint/nextel dealer. i would recommend finding a location that's at least an authorized service center, though. the likelihood of finding competent people that won't screw everything up is higher.