The official Nokia PC Suite software is only good for providing drivers for other applications to talk to your Nokia phone. The official Nokia Outlook support sucks rocks. I've been using WinFonie Mobile (found using Google and trying several other solutions that I was unhappy with). I paid the shareware fee, and it's been doing the job for me. When I've found weird behavior, I've gotten same-day feedback from the developer, who's actively improving the system.

WinFonie Mobile doesn't work quite as seamlessly as the XTNDConnect software that came with my previous Ericsson T39m, but it's good enough for me.