I've got one of those, works really well. You'll need to have all the latest windows updates to get it going as i had the same problem (just run Windows Update). Failing that you could try going into device manager (control panel > system > device manager), right click the unrecognised device and select update driver. When it prompts to search for it on-line make sure you're connected to the internet and allow it.
When you have the device running (should see some flashing led's inside) load the xp bluetooth software (via icon on taskbar). You will need to make your pc searchable via the windows software and pair with phones from the pc.