In your BlueSoleil properties, there should be a Services tab. In there, the Bluetooth Advanced Audio service should be there. When I pair up my phone with my PC and set my PC as a wireless headset, the PC realises that the phone wants the PC to relay the stream. Essentially, it uses your PC as the audio gateway. When I play mp3s, I hear them on the PC and not on the phone.
When you pair up your phone with your PC, your phone may ask you to decide which services you want to use from the PC. Make sure you select Wireless Headset or Audio Gateway or something similar. Mine says "Hands free, Serial Port, Wireless Headset", and I usually tick all of them.