first you will net to set a COM port on your Bluetooth device, how to do this, explained in this site. and second, make shore that no other program is using the Bluetooth port.
1. Click on Start > Run;
2. type hypertrm and hit enter;
3. Select Don't ask me again and click Yes or No;
4. Type any information in next window, otherwise it will bug you to death, and click OK;
5. Click OK in this window;
6. now click on Cancel;
7. From the File menu select Properties;
8. select the correct incoming COM port of your Bluetooth device and click OK;
9. From Call menu select Wait for Call;
10. type any name you like and click OK;
11. Now open a Pys60 application in you phone and from Options menu select Bluetooth Console, find your computer in a list an select OK, if you want you can save this this connection as default on you phone. If phone shows you a selection of ports, select the appropriate COM port for your Bluetooth device on the PC.
And for a start type:
import audio
audio.say("hello master")
Links:
Python for S60 wiki
PyS60 tutorial by Jurgen Scheible