Hi,
At the bottom of Desktop Manager is it displaying the device PIN? If to is just go to the Synchronize menu and then select "Configuration > Synchronize" on the left hand side. Once you have configured what data you want to sync the trans should transfer correctly. If you can get it to connect at all download the latest Desktop Manager using the link below:
BlackBerry Desktop Manager 4.6
Also please restart your device by removing and reinserting the battery.
Thanks,
Gary