You need a BlueTooth radio device to plug into your PC first.
If it already has it, then you would just set it up as a serial connection (or USB depending on software), and then transfer.
If you don't have one then get one, the Belkin is my current fav since it's 2.1 compatible, and works with Win2K, XP, Vista, WIn7, Server 2003, 2008, and OSX right out of the box. The Kensington and Rocketfish ones work well also, but don't support as many OSs.