I just reread the HOWTO and there is nothing about installing software on the PC that I can find. However, I was assuming that the Bluetooth stack was bundled with XP SP2 and perhaps this is not the case. And maybe the bluetooth dongle requires extra software installed (but maybe it can be bundled on the dongle like OP did for his Wi-Fi solution). I really don't know.
Installing the bluetooth device on your Windows PC 1: For a USB stick this is easy: shove it in a free USB port and when Windows detects your hardware, give it the driver CD. 2: Click My Computer > Bluetooth Places, open up the services and ensure that the Network Access service is set to automatically start and that the bluetooth device is allowed to connect through this PC.