[BTM] Bluetooth help

[Isabel]

Hello,

I am having problems connecting my bluetooth with my mac. I've got 0S
10.3.9, and a bluetooth dongle from cygnet

I cannot use the CD to install the bluetooth software because I get a
message saying 'there is no default application specified to open setup exe'
So I emailed mac OSX.com and was told that I only needed to connect the
dongle, and it would install itself. But all that happened was that the blue
icon appeared, with a menu that did have an option to setup bluetooth
device, but when I clicked on this option nothing happened.
>From looking on the net I know that this menu should have lots of other
choices, when it's working properly.
So, I got out the phone I wanted to connect to, and managed to pair them up.
My phone is selected in the bluetooth's list of connected devices, but it
says 'not connected'

I've searched all over the internet, and signed up to lots of discussion
lists, but they have all been fairly useless.

Please help me!

Isabel