On XP -> Control panel -> click the 'Phone and Modem Options'->Modems Tab

Notice that a Modem has been installed over the Bluetooth link, the attached com port may differ for your system.

If the bluetooth link is not shown :
- cancel the dialog, ensure that bluetooth is enabled on your phone, then return to this dialog.
- if is still does not display then you have a few options :
option 1. manually add a modem connection. Click for how to manually add a cellphone serial modem link via bluetooth.
option 2. install the Bluetooth modem drivers for the Bluetooth dongle that you received with the dongle.
option 3. get another Bluetooth dongle that is natively supported by Windows XP and does not require additional driver installation.

You can test if the modem enables the phone, by selecting Properties->then the 'diagnostics tab' then 'Query Modem'

This should result in the laptop attempting to query the modem, which now is the mobile phone, the phone will display a message

Connect with?
<computer name>