Its like this -
1. Install widcomm drivers, when asked for bluetooth device during install, say that you'll insert the device later.
2. The driver finishes installing
3. Reboot,
4. Insert the bluetooth device
5. If not detected, right click the bluetooth icon in the taskbar and click "scan new device" or "connect" something to that effect.
6. The device will be detected and the bluetooth icon turns white. You'll be prompted to add it to the list of the devices. Thats it.