I know you can set up fsacebook contact sync in the facebook app. But, try this (humor me)
from home screen / menu / settings / accounts & sync / see if facebook is there -- if so, press, press it and see if "contacts" is set to sync, if it is then hit the back button and select "auto-sync"
if facenbook is NOT on there, then select the "add accounts" button on bottom and select facebook.
do that please and then tell me what happens.