No you haven't done anything wrong. but you just haven't done anything right either.
It would be a help if you said what phones you have....
But generally phones can store numbers in themselves or on the sim. by defualt most modern phones don't store numbers on the sim, but they can.
under contacts you need to have a look at the 'memory in use' this is probably set to phone.
in the old phone, in contact go to copy, phone to sim, keep original. this will copy all your contacts to the sim, or 100 of them anyway.
put sim in other phone, copy sim to phone, keep origianl. then check memory in use is set to phone.
if you could now answer my hyper terminal query...