The Pearl does not have a way to copy contacts to SIM en masse. As far as I'm aware, no RIM does. If you really need to copy to the SIM, it has to be one by one.
Go into your address book, and select into the contact so that you're looking at the actual phone numbers. Scroll the cursor down to the phone number, then press the menu key. There should be an option to Copy to SIM Phone Book.
If you're trying to transfer contacts to another Blackberry device, it's much easier to use the Device Switch Wizard in the Blackberry Desktop Manager.
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