What service are you trying to use? Like, connecting to Desktop Manager, or Bluetooth file transfer wizard, or bluetooth remote control, etc... There are many different services with bluetooth. It's like saying, "How do I fix a motor", which one?
The computer probably has a code you have to enter on the phone. If it's a Mac, you can set the code up manually. Don't remember how at all, but it's in the guide to how it works.
If it's a Windows set-up, I have no clue as to how to check out the code or change it. Good luck with that one.
have bluetooth on your phone and computer on. have your phone in discoverable mode. go into your computers BT setup and have it search for devices. once it finds the phone, pair it to the phone. it will prompt you on the computer to create a passcode. just make it 0000 or something simple like that. click ok, and the phone will then prompt you for that password. type it in and it should automatically connect to the phone. then right click on the phone and find the OBEX service and try to send the file. i know on the Bold and my Curve, you need to go into Media and hit the BB menu button to set the phone into "recieve file via BT" mode to prepare it to get the file.