This is not supported.
If your previous phone is a GSM phone and the contacts are stored on the SIM card, the iPhone includes an option to import contacts from a SIM card that was used with another GSM phone.
Your contacts are not available on your computer? If not, what would have happened if your cell phone was lost or stolen?
If your computer is a Mac and your previous phone is supported with iSync for syncing contacts between the phone and the Address Book on your Mac, you can use iSync to get the contacts from the previous phone to the Address Book on your Mac and then syncing your iPhone with the Address Book on your Mac via the iTunes sync process.
If you have a Windows PC, there is no option available to get the contacts from the phone or sync the contacts with your computer? MacBook Pro 15" Intel Core 2 Duo/2.53GHz/4GB RAM/500GB HD, Mac OS X (10.6.4), iPod w/Video 30GB, iPhone 4 32GB
Come on, stop being so considerate! Why all other cell phones allow users to transfer contacts between their phones? Only iPhone doesn't! It's simply because apple is trying to screw their customers. Just like they changed their chargers/USB interface in iPhone 5! I started hating iPhones the first day I got my iphone5, when I discovered there is no way to transfer my hundreds of contacts from my old phone to iPhone unless I pay some extra bucks. Money is not the problem, but feel being screwed is. This will be my last apple product.
I am a sprint customer, all other sprint phones have same USB cable interface, regardless the manufacturers, only apple is exception. Don't tell me it's higher tech. It's just trying to make extra bucks by selling extra USB cables.