My way of moving the stuff
Use your PC to drag all of your documents from the 3835 to a "Backup" directory (on your desktop or something).
Then, sync the 3870. You should be able to use the Add/Remove programs feature in ActiveSync to reinstall all of your apps on your 3870, then simply drag the backup directory's contents onto the 3870.
It might take more work to organize your files and settings, but it won't inadvertantly erase applications.
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