Here's my guide, using all the microsoft built in stuff!
I did it using inno3d's wavelink, windows xp serivce pack 2's bluetooth integration, and the usual activesync!
Firstly, as the bluetooth wasnt installed before, i just plugged it in to usb, and let it install automatically, using all the microsoft enumerators etc, then turn on bluetooth on the phone, and be discoverable.. double click the lil' bluetooth icon in the system tray, and click add device, let is search for the phone and connect using the obvious way, do the whole passkey thing and once disconnect the phone will be paired.
Then, go to COM Ports in the bluetooth settings on the pc, click add, choose incoming and it will automatically assign the a port to it.
Next, you can go into Activesync setup and choose that COM Port from the ones available, then go into activesync on the phone and click connect via bluetooth, and it should work!
Did for me, at least. Good luck!