No, it goes both ways when it comes to contacts, calendar and whatever else you have set up to be synced.
1. First, check your
MobileMe setup on your Mac (system preferences, Mobile Me). In the "sync" panel, do you have the things you want checked and the frequency set for "automatically"?
2. Now on to your iPhone, under Settings -> Mail, Contacts, Calendars -> Accounts: click on the first field (your account), you should see a screen that says "
MobileMe" at the top, followed by on/off switches for Mail, Contacts, Calendars and Bookmarks, all of which should be "on."
Let us know if you have proceeded that far and then test by, let's say, creating a new event in iCal on your phone, wait a few minutes, then check it on the Mac. If it's still not working, let us know.