The steps for receiving using Bluetooth should be:
1. Add the other devices to your trusted Bluetooth devices. (Menu > Options > Bluetooth > Menu > Enable Bluetooth > Menu > Add Device)
2. Go to Media and select the type of Media that you will be receiving. Either Music, Videos, Ringtones or Pictures and then go to "Receive using Bluetooth" (Menu > Media > Music (or other) > Menu > Receive Using Bluetooth)
This should allow the other device to send to your BlackBerry. I don't know why they had to make it so complicated, perhaps security.
If you have done all of this then and it is still giving you trouble then you may want to take the battery out and place it back in to do a hard reset and then try again.
Hope this Helps