My iPhone's hotspot won't work on my MacBook Pro?

My Macbook Pro (Retina) and iPhone HAVE connected but when i try to do some internet activity, it won't work. The iPhone's hotspot DOES work on other devices such as my dad's PC and my Samsung Tab but not the MacBook Pro.

Enable Bluetooth on iPhone 5 and Mac-Book Pro
Enable personal hotspot on my iPhone 5 "Now Discoverable"
On Mac-Book Pro I proceed with Set-up Bluetooth device
Searches and attempts to pair with iPhone 5, sends the code to my discovered phone
I get the congratulations message on my Mac-Book pro saying they're paired. I go to quit.
On my iPhone in the Bluetooth settings it says Vince's Mac-Book Pro Not Connected and is still searching for devices. I click the blue arrow next to it and…

Message"Pairing Unsuccessful, Vince's Mac-Book Pro" is not supported". I get a button to click."Forget this Device."

Wow, it's a great question and I'm waiting for a best answer.

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