H/PC's of this generation does not contain a OBEX driver by default. You need to use OBEX over Infrared to communicate with a Windows PC for regular file transfer. There is more on IR here:
http://www.hpcfactor.com/support/cesd/c/0017.asp
There are two good software options which spring to mind immediately.
If you want a stand alone application then EzOBEX:
http://www.yetanotherhomepage.com/j7xx/j7xx.html?/j7xx/software/comms/ezobex.html
Alternatively, if you are looking for something more integrated, then have a look at Total Commander:
http://www.hpcfactor.com/qlink/?linkID=129