Sync your phone with Windows PC, get the contacts into Outlook or Outlook Express (Express is free with XP) Then export them to a text file (other formats may also work) then transfer the text file to your Mac and inport them to Entourage or the Address Book.
If you don't have access to a Windows machine, need a special cable or have a really old phone then you may need to visit your cellular service provider. They should be able to export the contacts for you.
If your Treo is running PalmOS you can alwyas download the Palm desktop to your Mac and sync it there. Then export to text and inport to Entourage.