Stevaranio, there are a couple threads on this already. You have to have outlook 2003 and the Business Contact Add on. The problem, as I remember, was that it wouldn't sync w/the pda at that time. I don't know if they've updated it.
This thread shows that you need a 3rd party add-on to sync it. I've tried 3rd party add-ons in the past w/out success and am not willing to risk ruining a workable system. If you want to try and report back I'm sure lots of people would be interested in your opinion.