If you do not have the latest PC Suite by Nokia, you should update that first.
I remember having the same problem. There was an improvement after updating the Nokia software.
Early on I got the same problem with an emulated serial iR-port with a USB-dongle with my earlier 6510 phone.
I have a BT-dongle on my desktop and there has not been any problems since. Some of the FTP-protocol applications does not however work, but Audio gateway and File transfer works fine.
Updating the firmware though woun't work via BT, but USB.
B.Sc Information tech
Phones I have or used to have: ancient Ericsson, Nokia: 6510, 2610, 5310 XpressMusic