You need
Activesync, more specifically Activesync 3.8. Don't download or install Activesync 4.x as that is only for Windows Mobile 5.
Edit: In restrospect, looking at your post, you'll also need the full Outlook program (note:Outlook Express is possible but only for e-mails I think). Unfortunately, since you don't have the CD, this is going to have to be purchased separately.