On my PC MyPhoneExplorer shows the 4th January as first week so it must depend on your system-settings. Which version of MyPhoneExplorer you are using ?
I'm using version 1.7.4 on Win XP. I've no idea where to change week numbers in system settings. What I tried: I put it correctly in Outnook an forced synchronization from Outlook to phone. No change yet. I'll keep on searching.
OK, problem solved! Thanks for pointing me in the right direction! The Windows API returns a wrong first-week-of-the-year value for at least two member states in the European Union: Spain and Belgium. I changed my locale settings, and everything is fine now.