Windows Vista Bluetooth Dongle trouble

Okay, I run Windows Vista Home Premium, and I am trying to connect my Guitar Hero Wii guitar via BlueTooth.
I went to Best Buy and got a RocketFish USB Bluetooth Adapter. I installed the software, and I installed the autorun in the CD that came along with it. The Bluetooth Adapter is blinking blue, the Bluetooth is gone, I open up the Add New Device window, and I set my Wii Remote to discovery mode, and nothing picks up.

So, I try to add my Cellphone and put my Cellphone in Discovery mode.

Nothing happens.

I try rightclicking the blue bluetooth icon in the bottom-righthand corner, and I hit "Bluetooth Settings" and nothing happens.

I looked through the PDF manual countless times, and I've done everything right, but nothing will catch the RocketFish adapter signal.

What should I do?

Have tried the dongle to connect to any other computer? As your Computer is not detecting the cellphone also it seems that the dongle are having some kind of issue so its better to connect the same in some other computer and check whether it is working or not. If the dongle is not detected then replace the same. Thanks

No, I have not tried using it on a different computer.
I still need to find a different computer to try it on, though :c