You're going to need 2 things:  software + data cable.

Samsung's cable is outrageously priced, but you can get 3rd party
cables for $15-$20 US.

As for software, you can download for free from Samsung a File Manager
program.  Despite having hilariously translated text, this program
looks like it ought to do the job: it imports contacts from Outlook or
comma-separated files (the format of which is disappointingly
undocumented, even in the pigin English help text!).

Now all this said, I haven't been brave enough to try this yet.  I used
a similar setup with my former Nokia, and after obtaining a USB driver
from some obscure and suspect website, I did get it all working.

If anyone's had any success, I, and I'm sure Fatfreek would love to
hear your experiences.