You'll see an 'Unknown Device' named 'Bluetooth Peripheral Device' Go to 'Device Manager' from 'Control Panel' -Or- just right-click on Computer Icon and choose 'Properties' and then click on 'Device Manager'.
Vista automatically configures the settings on the bluetooth devices but for those who have Windows 7, here are the things you should do: Install the downloaded software but it may not look like it worked on Windows 7 PCs. Download the 'Windows Mobile Device Center' ( current version is 6.1 ) which you can download it from Link Removed due to 404 Error ,this works for both Vista and Windows 7.
Here's what you need to do for both 32 bit and 64 bit Windows 7 systems: