Nokia's recent alliance with Microsoft exposed an unpleasant truth: Nokia software developers have failed to deliver on the promise of their phones' hardware capabilities. Here's a good example of that; luckily, there's a happy ending here. Since this took me a long time to debug, I hope this helps someone else save some time.
I'm a happy Callcentric user. They've posted really good, step-by-step instructions on their website for setting up their SIP service on Nokia phones. Unfortunately, so far as I can tell, Nokia simply forgot to include the software that enables the last step in the configuration when they shipped the E5. This is the part described in step 6 of the instructions.
The good news is that you can download and install this software directly from Nokia. Just go to their SIP VoIP Settings Applications page and choose the right version for your phone's OS -- the E5-00 runs "SIP VoIP 3.x." If you're troubleshooting a different model, an easy way to find out the version numbers is by looking it up in Wikipedia's S60 article.
Once you've installed and restarted your phone, you should see a new menu item,
Ctrl. Panel > Connectivity > Net Settings > Advanced VoIP Settings. Within this menu, use
Create New Service to complete the setup of your Callcentric SIP service on the phone.