I used Adidas miCoach with my Bold 9700 and it worked.
However since I used it with miCoach my Bold doesn't work properly without headphones connected. I guess some connector inside the headphone jack got broken. My Bold is thinking that the headset is plugged in even it is not.
I'm not sure if this is because of using miCoach or just coincidence.
All you have to do is to connect the headphone jack of your bold with the miCoach handset. Your Headphones then are plugged into the miCoach handset - so you have to carry 2 things - and the original adidas cable to connect the miCoach handset with your Blackberry is a very short one - so maybe you buy a extra cable anyway.