I have some experience in connecting a bluetooth device with pc (windows vista)
Right click the bluetooth icon on the taskbar and then go to audio tab, you should be able to see nokia bh 505 in the list below. Now right click the device and select connect.
Once connected, right click the speaker icon in the taskbar and select playback devices. You should be able to see nokia bh505 in the list. Right click on the device and select set as default.
I am pretty sure this might work for you.