I connected first time I used it but had intermittent problems thereafter.
Usually had to clear addresses from Windows and the NXT then start again.
Sometimes depends on the Bluetooth dongle - seems that the NXT prefers one particular set of drivers.
Not necessary to spend a fortune on the LEGO dongle, cheapos from ebay can work just as well.
Also best to make sure you have the latest firmware and Fantom driver from LEGO -
EducaTec AG - Education and Technology - LEGO MINDSTORMS NXT Firmware download procedure:
LEGO.com MINDSTORMS : Support : Files - Drivers - Fantom Driver (PC & MAC)
Have a look through this site -
https://sourceforge.net/apps/phpbb/m...3f3ca3b3fe9587
Oops, just given away the fact that I'm a geek!