The easiest way to import your contacts into an Android device is to export all of them from Outlook (or whatever email software you're using) to .csv format, import them to Gmail and then wait for the sync process to finish. If you don't want to get your contacts through Google's Gmail, there's another method that requires a third-party application, but will skip the Google step.
The application is called vCardIO and can be easily downloaded from Android Market or from the Web. The first thing you need to do is select all your Contacts from your Nokia device, click Options and choose Copy on Memory card. Wait for the copy process to finish and then pull out the memory card and insert it into an USB card reader. You will find the saved contacts into the Others/Contacts folder.
To avoid importing every saved contact, use this file to archive all contacts into a single contacts.vcf file. Do not use Opera browser when trying to download the file, as it will not work. I have tested it with Internet Explorer and Maxthon and both browsers work fine. After you downloaded fixvcf.bat file in your computer, copy it on your memory card in the Others/Contacts folder and execute it. Now you will be able to see the .vcf file, which you need, so you can import your contacts to any Android device.
Pull out the memory card from you card reader and connect your Android to the PC, then mount your SD card. As soon as your device will detect the memory card, a window with multiple options will be displayed on your screen. Choose Open folder and go to Others/Contacts folder where you need to copy the .vcf file and paste it into memory card's main directory. After that, the things become very simple, just go to Home Screen, click on Settings, Applications, check Unknown sources option.
Open the third party application vCardIO and select the .vcf file on the memory card's main directory and click Import to get all your contacts copied to your Android device. There are more applications that can import .vcf files, so you can choose whatever third-party application you think it suits you best.
Note: If your device is running Android 2.1 or higher you won't be needing any third party software, as the OS has the import and export features included.
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How to Import Your Contacts to Android from a Nokia Phone
Requires third-party software