The steps required are detailed on Page 18 of the owner's manual. Note, however, that I believe it is merely a backup option, not the ability to permanently move your contacts to a memory card, a feature not supported by most phones.
P.S. I have purged the previous replies for language.
How do I save my cell phone phone book to my SD card so I can access it as the phone book? I need to do this because I have thousands of contacts and I can no longer keep track of whose phone number I saved in whose email or address field in the phone book. The SIM and phone are both overflowing and I someimes lose numbers. I have a "dumbphone" and refuse to get a "smartphone" until AT&T brings back an unlimited data plan.