I would just forget it and use the cradle or the usb cable. Scroll through all the topics in this forum regarding Bluetooth and you'll find that the majority of people encounter problems setting it up. It's just not worth the aggravation.
http://www.aximsite.com/boards/showthread.php?t=54413
Bluetooth is a great in theory but Microsoft and Dell just haven't worked out the bugs so that Bluetooth is useable for the average person.