if you only want to send pictures, files and music etc back and forth. Just use the mmc card and a card reader. Alternatively bluetooth or infra red will work.
I have never fully synchronised the phone to the PC so I don't know any software. I have a card reader and take the memory card out of the phone and put in the computer, it shows up as an extra drive that I can copy files to.
I have a bluetooth dongle and can use it to transfer individual files. The one I have is a Belkin from PCWorld.