We have recently explored how to connect – wireless – to embedded devices scattered across factories and warehouses. Windows Embedded Handheld (the successor of Mobile 6.5) is a typical choice of OS of such devices, and most of them can have Bluetooth and WiFi on board – so these technologies are obvious choices.
Do you have Bluetooth on your computer? Is it a Linux machine? For some weird reason, do you need it to have a different address?