How to connect a bluetooth speaker to a pc?

I have the Auvio portable bluetooth speaker that connected easily and quickly to 2 other iphones, but will not play music or any noise when I connect it by bluetooth to my laptop. When I paired it, it recognized it as a headset and downloaded all the drivers and whatnot. But it won't play anything…
Please help me out! Other than that it's a fantastic speaker that works great.

Here's the product page: http://www.radioshack.com/product/index.jsp?productId=16995766

And if this helps, I have the Alienware m11x r3

Turn on the power of the connecting device (computer/cell phone) you want to pair the speaker with.

Turn on the Bluetooth function on the connecting device. For a Bluetooth USB adapter, plug in the adapter to the USB input and wait till the computer recognizes the adapter. Once the computer recognizes the adapter, Bluetooth communication will be automatically turned on.

Turn the speaker on.

On the speaker, press and hold the Bluetooth button for more than 4 seconds. The Bluetooth status indicator will start flashing in blue.

Once the speakers and the device are paired the connecting device will show a prompt you to select the paired component. Select the speaker--usually the speaker will show up on the prompt as the model number (for example "Sony SRS-BT100").

If asked for an input passkey, input the number "0000" or "1234." (This is the default passkey for the majority of Bluetooth devices. If this does not work consult the user manual or visit the manufacturer's website.)

Once pairing is complete the Bluetooth status indicator on the speaker will quickly flash.

Did you turn up the volume on the PC side for the Bluetooth output? Did you switch the output to the Bluetooth speaker?

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