What type of pda do you have? Your Mac?
I have a Tungsten T2 and never had any problems as bt is built-in. It syncs fine, allows me to browse (I'm using a Keyspan bluetooth adaptor on my iBook) and surf and it connects just as easily to my bt-enabled Nokia 6600.
That said. Take a gander at brighthand.com. Good forum on pda-issues, even with Mac connectivity.