IPhone :: Add A Recent Call To Address Book?

I finally purchased an iPhone, after using a Macbook Pro (before that, a Powerbook) for years. I'm trying to add the number of a recent call to a specific group in my phone's address book, but can't figure out if this is possible. At present, I can add it to my address book, which contains approximately 1,000 entries, but can't add it to my current contact list, which is the one I use for the phone. If I need an app for that, recommendations welcome.

Info:
MacBook Pro, Mac OS X (10.6.7), 2.4 GHz with 4 GB SDRAM