Hi I have one. not sure if each network operator sets their phones up they're own way. Mine is on o2, but this is what i'd do on mine if it helps:
Menu Button (left 'hot key' above green answer / call / phone button)
then press the follow numbers to short cut:
"2" Phonebook
"7" Management
"2" Copy All
"2" To Sim
Then left hot key (this would be Options)
Then left hot key again (this would be Copy)
All done!
I've just tried it a few times on mine and it's worked so hopefully it does for you too.
Cheers
Si