|Does you cell phone have a USB inerface which is the usual way to do it?|
Without and details of the phone it is all guesswork.
If the phone is running Windows CE then you need to install Active Sync on a Windows XP machine. Vista and Windows 7 have the facility built in. If the phone has some other operating system then you need to check with the manufactures.
Warning: If you do use Active Sync and you have a MAPI interface configured you need to disable MAPI. The two do not co-exist well. MAPI is configured in your Email client is you have one.