You'll have to tell us something useful about the device, the version of
ActiveSync, etc.

Yes, in general that does make the call and I use it with regularity.  You
might try adding a very simple new contact entry with no notes, no
addresses, no extraneous data at all and just a local phone number, and see
if the phone will call *that* contact.  I kind of have the feeling that this
is because of some extra information in the contact record that maybe
shouldn't be there for some reason.

Paul T.