SIM card contacts and messages gone

Hi, when inserting my old SIM card intoo my SG phone, all of my contacts and messages are gone. My younger brother also has this problem when inserting his SIM intoo his SG phone.

Is this a common problem? Is there any way to fix this?

EDIT: ( both me and my brother are using Samsung Galaxy S GT I9000 )

I know about that function, but still it wont work, none of my ( or my brothers ) old contacts are showing. Have checked again just to make sure.

Who has this same problem, with contact information not showing from old SIM?
Im asking because i want to know if this is a common issue or if both my ( and my brothers ) SIM card issues are 'special' cases.

Samsung Galaxy S phone should support all SIMs right? Or are there some types of SIMs that are incompatible with it, if so is it know which types are incompatible with the phone? I would like to know

But what if i want to delete all my old contact and message info from my phone ( the ones that dont show up on my Samsung galaxy ) ?
How would be the best way to do this...

Manually backing up my contact and message info, through Kies maybe?
And then formatting my SIM?
How can i format my SIM, through the phone or Kies or what?