My windows vista can't find any Bluetooth devices?

I have been googling for 2 days now after I got my wireless headset with Bluetooth. The headset works fine, as I managed to pair it with my iPhone, but when I searched for it with my computer, it didn't find anything. Not even my iPhone.

I have an HP 6530b computer with Windows Vista.
I've also tried to change the settings so that my computer allows other devices to find it, but when I press "OK", there's a message that says that some changes could not be saved.
This really shouldn't be necessary as my computer should find other devices with no problem. So I really appreciate any related response!

Did you make sure the Bluetooth is on on your computer? Check to make sure the driver is working properly from the device manager.