Navigate to the media location on your phone, for instance, Ringtones (or music files). Once you're there, look for a menu optino that says "receive using Bluetooth".
I'm assuming that you're trying to send something to your phone via another bluetooth device, like a computer of other phone. Once they are paired, make sure you're in the proper location in your phone and hit "receive using Bluetooth" then send the file with the other device.
Hopefully this is what you're trying to do, and this helps.