Contact information is not stored in or with iTunes - only iTunes content (music/video/podcasts) is stored with iTunes.
How did you import contacts from your Nokia phone into Outlook Express? Was this data exported from your Nokia as a tab-delimited or comma separated value (CSV) plain text file? If so, you should be able to import this into the Address Book application on your Mac, which stores contact information that is synced with your iPhone thru or via iTunes.
Depending on if your Nokia phone model is supported with iSync, you can use the iSync application on your Mac to sync contact information with the Address Book on your Mac via bluetooth.
http://docs.info.apple.com/article.html?artnum=304771
http://www.apple.com/macosx/features/isync/
Outlook Express is a supported application for syncing contact information with an iPhone on a Windows PC that is running Windows XP only.
Message was edited by: Allan Sampson