Did your Bluetooth adapter come with driver software? And does your friend's laptop run on Vista?
Try this: plug your adapter in, then right-click on your My Computer icon and select Properties. Go to Device Manager. If you see a yellow question mark beside something saying Bluetooth adapter or something similar, right-click on the item, and under the Drivers tab, select Update Driver... select automatic search.
If nothing appears, there could be something wrong with the USB port. Try connecting another USB gadget like an external hard disk or flash drive to confirm this.