How can I sync my iPhone 4 with a new MacBook Pro without losing all my data and settings?

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I used to sync my iPhone 4 with a PC running Windows XP until the hard drive died. Thankfully, I already had a backup of all my iTunes media (Songs, TV Shows, Movies, Podcasts, Apps, etc), so when I bought a new MacBook Pro, transferring my iTunes library was easy.
My problem now is that I want to sync my iPhone 4 with my new MacBook Pro without losing all the data and settings. I have already used iTunes to back it up and transfered my purchases onto the mac. I just need help to sync the iPhone with the Mac without losing app data, emails, contacts, settings.
Everytime I click on the tabs (to sync contacts, apps, music, et al), I get an error message that reads:
"Are you sure you want to sync apps? All existing apps and their data on the iPhone “Ryan's iPhone” will be replaced with apps from this iTunes library."
What do I do? Any help would be greatly appreciated.
Read through this helpful document on this subject:
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