Conclusion: in order to have it working, follow the HTC Wiki page and:
- On the Bluetooth properties window, go to "COM Ports" tab and identify the incoming port(port entrant). On my machine this is COM10. If there isn't any, do a "Add port", wait for ages then you should have it.
- Mobile and PC are linked via the USB cable and ActiveSync works.
- Goto to Active Sync's Connection parameters and tell it to use your incoming port (COM10 for me)
- Unplug the USB cable, start active sync on the mobile, goto the menu Connection via Bluetooth, it will probably tell you the devices are not paired. Then pair them and look for the services offered by the PC (you should see ActiveSync) and check the corresponding box. This will automatically create an outcoming port and ...
- You're up and running