By default, the "file as" order sets contacts as Last Name, First Name (e.g. "Smith, John"). However, I have all my contacts set as First Name Last Name (e.g. "John Smith"). I'm pretty sure there was a registry tweak to make "file as" default to First Last as opposed to Last, First. I just had to hard reset my phone, and now I can't find it.
It's not too bad since all of my contacts from Outlook are already formatted as First Last, but what really bugs me is because the phone is set to Last, First anytime I edit a contact on the phone, it reformats the file as setting to Last, First.
BTW, running WM6.