Here is a link to Microsoft's site lsiting an Outlook Pocket Contact Synchroniser.
http://office.microsoft.com/downloads/2002/opcs.aspx
It's for Outlook 2002. I am using Win. Millenium and Outlook 2002 and it works fine for me.
There might be some issues with Outlook since all the current PPCs are now shipping with Outlook 2000 instead of 2002.
Install it and you will find an additional link on the tool bar of Outlook. Just add your contacts like normal sorted in their individual folders/names etc. and click on the PCS tab.
If there are any conflicts etc. (I do get them from time to time) then you might have to go with a retail prgm. Check the following link and look under "Synchronization":
http://www.pocketpcmag.com/jan03/winners_1.asp?cat=11