For some reason the default Bluetooth driver that comes with Windows 7 and Vista doesn't have the "Turn Adapter On/Off" option, so you can't turn on the bluetooth...
To install the correct driver do the following:
R155395.exe (Wirless 360 Module with Bluetooth) (Don't do the firmware
upgrade yet)bth.inf and bth.pnf from C:\Windows\inf to a temporary locationbth.inf and bth.pnf back in C:\Windows\inf (otherwise it won't
install the driver)C:\Dell\drivers\R155395\DriversR155395.exe again) and this time
do the firmware upgrade.