I'll assume that you're transferring files to your phone. When the software is installed properly, you need to pair your computer and phone. This will let the two communicate freely. You need to turn on bluetooth on your phone, then use the bluetooth software on your computer to find (or discover maybe?) your phone.
You'll get a message that your PC is trying to connect to the phone and it will ask you for a PIN. Choose whatever you want, as long as it's the same on both devices.
Once the devices are paired (you should only have to do this once), you can send files to the phone by right-clicking the file, choose Send To... then choose your phone under "Bluetooth". That's how mine works anyway, they're usually fairly similar.