Problem with the BT on the phones is that most of the applications that control BT on the phones can only operate as an AUDIO device. Therefore any file transfer is not supported. On the other hand some phones have option of sharing music/photo files via BT, for example old models of Samsung not smart phones with mini SD cards, the way it worked is you would select a file and click OPTIONS and one of them would be SHARE VIA BT. I also had success of sharing files between HPipaq and my old Nokia phone.
I tried to play with the phones BT and nothing works. I think this phone is design to download files via USB and on memory card only, or share your files via Gmail,Facebook,MSM,Picasa or MySpace. Hay, they are making money on DATA usage, so we have to work on the ways to avoid it.