Many users have reported problems with setting up ActiveSync over Bluetooth. Bluetoothnews.com has posted a step by step guide complete with pictures on how to walk you through. You'll have lots of helping setting up your connection over Bluetooth. Here is an excerpt...
"Some users of Pocket PCs have reported difficulties getting ActiveSync to work over a Bluetooth link. This article provides an illustrated, step-by-step procedure to get it working quickly and easily. Our goal here is to achieve the Bluetooth SIG's goal of less than five minutes from out of the box to operation. In addition, we hope to provide some understanding of why it all works the way it does."
There is also a guide in the Wireless Issues forum right here at pdaBlast! Check it out here.