I'm still waiting for my sim-free Hero... which I've ordered and paid for
, so not sure I can help much.
However, whilst keeping myself amused waiting for mine to arrive, I did come across this blog entry posted by the UK distributors -
Synchronise the HTC Hero with Microsoft Outlook | Brightpoint GB Tech Blog.
You may well have seen these instructions already, but thought I should post the link just in case it can help someone out!!