I ran into a similar problem and took me forever to figure it; in Outlook check to see how many calendars and address books where listed. I am not sure what happen on my end but all of a sudden I had two calendars and two address books of course one was empty and one had all of my info. I tried selecting the one with my appointments and addresses to sync with my berry but that would not work so I used the export function in Outlook and then Import to get the information into the empty calendar and address book and within minutes my berry synched and all was good. Lastly I deleted the first calendar to prevent the situation from reappearing. Hope this will help.
The easiest method I found was to sync my BB with Gmail Calendar. I'm also using the GCal sync with Outlook, so have full sync across all three platforms.
Is there not a calendar option on Outlook Express? Do I need a different version? I loaded the gmail calendar sync program for outlook only to find out that my outlook was not supported. Then I checked it (which i normally never use except i want to sync calendars) to find no calendar option.