You may not be aware but using all capitals implies yelling, and in general is impolite. You should take a look here:
http://forums.dansdeals.com/index.php?board=22.0 for how to use this forum
On to the question at hand: If you just got a new iPhone, congratulations. Now depending on what your previous phone was you may not be able to transfer more than just your contacts (though Apple just released an app to transfer info from android to iOS, so it might be possible) If you already had an iphone just logging into your iTunes/iCloud/AppStore account when first setting up the phone should automatically download all contacts, messages, memos, and calendar events. Pictures and videos may also transfer depending on how your account is set up, we can't really offer more help without having physical access to the phone.
If that doesn't work, take your phone to an apple store where they will be more than happy to help you set it up (you might want to wait a week though as they are releasing their latest phone tomorrow and will likely be swamped).
Shoebox looks like an interesting option they do have an app for windows that can be found at the website.