1. On your Nokia go to Contacts
  2. Go on Options > Mark/Unmark > Mark All
  3. Go on Options > Copy > To Memory Card
  4. Connect your phone to PC
  5. Browse to /Other/Contacts/ on your phone’s memory card
  6. Copy all the .vcf files to your PC
  7. Connect your Desire to PC and mount as USB
  8. Copy all the .vcfs to the SDCard (make a directory for neatness if you like)
  9. Open the People app on the Desire
  10. Press the Menu button and select Import/Export
  11. Select the Import from SDCard option
  12. Select the Import All vCard files option
  13. Ta-da!