I'm having similar problems with my Blackberry 7100i - from Nextel/Sprint.
The phone autoconnects... but then then if I go to "Phonebook Transfer" in the D3, it just disconnects from my phone. And then I have to manually reconnect the two through "direct connection."
It's so strange because I know my phonebook transfers... in my wife's BMW it does it automatically without me having to do anything (just like the original poster).
Any idea if the SIM card idea works with using another phone? I could try that.