Most of the latest mobile phones are bluetooth enabled. Normally to turn it on you need to turn on bluetooth using your phone's manual since it may differ in various models of phones.
You can get bluetooth cards and connect to your computer. Or buy a USB or PCMCIA bluetooth card and connect it to your notebook. Now just give a name to each of your bluetooth device and then using your bluetooth utility scan for nearest bluetooth devices to connect to. Once you find the bluetooth device to connect to just select it and connect and then you can start to transfer data files between them.