Knowing someone's gender ahead of time helps especially when you are replying to email messages or initiating a voice conversation for the first time.
If you also have trouble identifying the sex from the name itself, here's a simple tip - use Facebook.
Just type the name of the person in Facebook search box and make an educated guess based on the profile photos of Facebook members that turn up in the search results.
Click the name tab which is just next to "All Results". When you are not sure which part is the surname, perform separate searches for the first and second part of the name.
I recommend Facebook over other social networks like Orkut or MySpace since Facebook has a more global audience and therefore the probability of finding people with similar names will be much higher.
Warning - it's not a foolproof method. For instance Indian names like "Laxmi", "Somya", "Manu" and so on are equally popular among males and females.