I have the same problem with my laptop running XP Professional and my Curve. Turns out that the Desktop software only syncs with the Microsoft version of Bluetooth (at least that's all I can find). My laptop had Bluetooth disabled from the company so all I can run is the HP Bluetooth (at least I haven't been able to get the Microsoft Bluetooth to run, I think it's not installed).
Look at this page for help (at least this is what I've been using). Good luck and let me know if you figure it out! Set up Bluetooth connectivity with BlackBerry Desktop Manager