I'm the biggest 3650 freak on the net. People have trouble connecting cuz they buy the cheap $15 bluetooth dongles. They would have trouble connecting with any device. I use it in my carputer alot. Let me quickly answer your questions
1. no its very easy when you get a good quality dongle.
2. Yes, you can setup your pc to automatically accept a connection from your phone. From then on you can use your phone to connect.
3. Yes bemused is a great app. It's not just for mp3s. You can use it to open any file.
On 3650.net i stopped helping noobs cuz there are too many buying worse than generic dongles, they honestly cant read/search. The nokia 3650 is the best phone on earth.
If you decide to join the 3650.net forums, dnt forget to recommend churnopol