Okay, deep breaths... first off, I've moved your thread to the Treo and Mac OS X section of the forums. Now, let's see if we can help you out. I have a few questions:
What version of the Mac OS are you running?
Are your contacts on either your Treo or on your computer?
You're trying to sync iCal and Address book to the Treo? Correct?
When you initiate a HotSync is it completing? Have you had a complete hotsync since getting the Treo and Missing Sync?
Backup just backs up the files from your Treo such as 3rd party apps, etc.
In Missing Sync, you should have the iSync Conduit checked. Double click to ensure it's checked. Are your Memos in the Mark/Space MemoPad? Open it up -- it's located within Missing Sync folder in your Applications folder.