The ability to syncand transfer files is in a file on the phone. Connect your phone to the puter you should see an error. If you disconnect and reconnect again, you should see an option on the phone to open and load the sync program.
Once loaded when connecting the phone to the PC you will see 4 options on the phones screen;
Mobile broadband connection
Choose Disk drive and you can transfer back and forth very easily.
I wonder what is on the CD. Mine did not come with one.