Go to the Start menu and then across to Control Panel. When this opens up you should see a number of icons, one of which will be named Bluetooth Devices. Double click this icon to open it and then press the hardware Tab, it should have listed your USB Bluetooth dongle. Press the options tab next and click the check box which says Turn Discovery on. Also ensure that both of the check boxes under Connections are ticked, click ok and it should now be working.
The Devices tab will list any bluetooth devices broadcasting, i.e your mobile phone and you may find that when you come to transfer files between the two you will need to input an access code (like a PIN). This only has to be done once and you should find it in your mobile manual (its usually 0000). Once its done then your PC will remember that it has connected before.
Gool luck....oh yes and once you have transferred your photos you will find them in your documents folder.