Once you've purchased your iPhone, it must be connected to a computer for synchronization and backup purposes. The iPhone uses iTunes as its media manager, and allows you to name your iPhone as well as sync music, applications and other types of media to the mobile device. According to the official Apple site, the iTunes program will automatically back up your SMS messages, contacts, calendar and bookmarks in Safari. If you purchase music, videos or applications from the App Store or iTunes Store on your iPhone, it will transfer to the iTunes program during the synchronization process.
Visit the Apple site and download the iTunes program (see Resources for link).
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Run the iTunes program on your laptop, and insert the USB end of the iPhone cable into an empty USB 2.0 port on your laptop.
Insert the dock end of the iPhone cable into the docking port on the bottom of the iPhone. The iPhone will make a chirping noise to signify it has connected to your computer, according to Guy Hart-Davis, author of "How to Do Everything iPod & iTunes (Fourth Edition)".
Select the iPhone icon in the iTunes sidebar, enter a name for your iPhone, and click the "Done" button to save the name. Follow the on-screen instructions to set up your iPhone.
Click the tabs at the top of the iPhone window in the iTunes program to choose which media to synchronize to your iPhone. Click "Sync" or "Apply" button to the right of the capacity bar at the bottom of the iTunes window to sync your content to the iPhone.
Select the "Eject" button next to the iPhone's tab in the iTunes sidebar to disconnect the phone from your laptop.
Things You'll Need
iTunes 9.2 or later
iPhone USB cable
Windows XP Home Edition with Service Pack or later
Mac OS X v.10.4.11 or later