If you are on a GSM network and are already using a SIM card, then your contacts will automatically be stored on it. You can simply insert your SIM into your new device and you should be good to go.
The Pearl uses the Address Book as its repository for name and numbers. It does this because the SIM card can only handle one single phone number and a name per entry. The BLackBerry stores name, addresses, multiple phone numbers and emails and photos. There is no way that the SIM card can do that so there is no way on the phone to do this.
Now, what are you really trying to do here?
Are you about to ditch your BlackBerry for a different phone? If so, then you have quite a bit of work to do if you want your names and numbers on the SIM card. This will have to be done manually until the part where you write the data to the card.
I'm going from the pearl to the new google G1 phone. I'll still have my BB in case the G1 really sucks.. I was hoping i wouldn't have to transfer them all one by one