My household has 2 Curves and a Nokia 6126, and we've transferred many many megabytes of mp3s to each other. Here's a generic, not-necessarily-device-specific guide, off the top of my head:
--In the Bluetooth options for each device, set it to "Discoverable," or "Shown to all." Most phones default to "Hidden."
--Have one device search for other devices to pair with.
--Enter the pairing codes (usually 0000 or 1234) into each device.
The Curve will ask you if you want to remember the paired device for future connections. Choose yes or no.
--On the receiving BlackBerry, go into the Media section, hit the Menu key, and choose "Receive via Bluetooth." (this step may differ on other phones)
--On the sending BB, choose the file, hit the Menu key, and select "Send via Bluetooth." (this step may differ on other phones) It should ask which device (if you've paired more than one).
--Put your phones down, walk away, find something to do. Bluetooth is SLOW.