Mick,
HF does not have a built in player of any kind so it cannot remember where you left off in a file. I've had requests to build one in, but since that functionality is available elsewhere I've focused on trying to do with HF the things that other apps will not do or do poorly. As for the Nokia sync, you'll probably need a device specific plugin. With the release of the new version I'll be releasing the plugin interfaces so that other programmers can help expand device support.
Thanks for using HappyFish,
Will