I've got a data cable for my mobile phone now (a Sony z7e). Cost me thirty quid (my fault for getting a phone with a weird proprietary socket). The CD that came with it wasn't too helpful. The software claimed to be for a USB cable, whereas the one they sent me is for a serial port, and it didn't mention Windoze ME among the supported platforms. More importantly, I haven't been able to find any free software for my phone.
I've managed to get the thing working and download my phonebook with a little program called ‘pbman’. It can export a phone book as a plain text CSV (comma separated values) file, but has a stupid bug: people's names come out as fixed-width 20 character fields, padded with null bytes. Easily fixed, of course:
perl -pe 'tr/\0//d' < phone-book.csv > fixed-phone-book.csv
If I can find the time I'll be doing a little bit of reverse engineering of the serial protocol. It was easy to get a log of the conversation the program had with the phone, with a little windows serial port sniffer program, but it might be quite hard to decode that stuff. I'll also have to find my way around all the termios stuff I'll need to be able to communicate with it under Linux.