There are a few ways to import your data from your old phone to your new phone.
You can import your SMS, calendar or contact from old phone to the new HTC phone using a new feature called Transfer Data. Press All apps on the home screen > Transfer Data > Next, select your old phone and tap Next to pair with your old phone. Enter the passkey on your old phone, and then select the Contacts check box (and other types of data you want to import), and then tap Next. The Desire Z phone will start importing data from the old phone, press Done when finished.
You can also try to see if your old phone has an export contacts and SMS messages option to your SIM card. If this is available you are able to transfer a limited number of contacts and messages in this manner.
If your old phone was able to sync with Outlook, you can use HTC Sync to import contacts and calendar events from Outlook into your phone. (Please see What version of HTC Sync do I use? for more information).
NOTE 1: All apps is the triangle icon in the lower left corner of the home screen that opens the phone's application menu.
NOTE 2: The application helps user import his personal data, including SMS, calendar, contact, from his old phone to the new HTC phone via Bluetooth.
NOTE 3: Transfer Data supports most of non-HTC brand as source phones.
NOTE 4: This function requires Bluetooth services in order to work properly, and usage may shorten the handset's battery life