The tutorial MrGrosh wrote was not quite specific enough for me. I have elaborated on his great tutorial based on the steps I took to make this work for me.
P R E P A R A T I O N -- S T E P S
1. If ActiveSync is Installed, delete the Partnership with your current device.
2. Delete the Bluetooth-pairing to your Phone on your PC
3. Delete the Bluetooth-pairing to your PC on your Phone.
4. Delete the existing Bluetooth COM ports from your Device Manager.
Tip (Control Panel->System->Hardware Tab->Device Manager
5. Create a new Incoming COM Bluetooth COM port on your PC
S E T U P -- S T E P S
1. Connect phone to USB cable and computer and let active Sync run once.
Tip (You may choose Standard Parnership or Guest, You may choose to "Sync only with this machine, or, "With this machine and a server")
2. On Active Sync on Computer click "Connection Settings" from the File menu.
tip (Ensure that the checkbox "Allows serial cable or infared connection connection to this COM port" is checked and that the Bluetooth COM port you created in step 5 of the perpartion steps shows in the drop-down box. )
3. Turn on Bluetooth discovery on your computer.
4. On your Phone goto Bluetooth / Devices / New.
5. Search for devices.
6. Select your computer.
7. Enter a pin on the phone.
8. Confirm the pin on your PC.
9. Open Active Sync on your phone and click "Connect via Bluetooth".
Next step assumes you have an MPX220 (Cingular, US)
10. Open Active Sync on the phone. Select the menu, then Options.
11. Select PC Settings (option 2), Select Menu, Advanced.
12. Ensure the checkbox (only box) is checked, and that you change your setting to "Bluetooth AS"
12. Download this great utility to make sure that you can connect to your PC after you have left the vicinity of your computer.