Sucks, but you have to copy/paste it in.
If this isn't for you (and its certainly not for me) you can purchase the cheap little application that can take care of this for you. Its called AddtoContact and costs about 3$. Works great and was just updated this afternoon.
Unfortunately, this is something RIM should have built into the OS years ago. Thankfully, some developers have made this a little easier for us though.
There is... The application I posted above. I have used it without issue for about a month now. Its only $3, but as I said before, it is a really big "blunder" on RIM's part IMO.