1. Right-click the Bluetooth icon in the notification area, and then click Open Bluetooth Settings.
Note If the Bluetooth icon is not in the notification area, click Start, click Run, type bthprops.cpl, and then click OK. To use the bthprops.cpl command, make sure that Windows XP SP2 supports your Bluetooth adapter and the Bluetooth adapter has been successfully installed on your Windows XP SP2-based computer. For more information about how to install the Bluetooth adapter and Bluetooth devices in Windows XP Service Pack 2, click the following article number to view the article in the Microsoft Knowledge Base:
2. On the Options tab, click to select the Turn discovery on check box, and then click Apply.
3. To enable Bluetooth devices to connect to your computer, click to select the Allow Bluetooth devices to connect to this computer check box, and then click OK.
If any of this doesn't work, visit the link below:
http://support.microsoft.com/kb/883258