Had troubles setting up my Bluesmirf but finally it's working. If you're on Mac OS X (Snow Leopard) and have troubles setting it with Arduino, you might find this tutorial useful. Setting up Bluesmirf:
1. Wiring the Bluesmirf to Arduino: GND to GND, VCC to 3V3, TX to RX, RX to TX
2. Make sure your Arduino sketch is set to the same Baud rate as the BT module. 9600 is the safest.
3. Once the Buesmirf is plugged and the Arduino is powered externally, the red LED should blink.
4.Set up Bluesmirf in the Bluetooth Assistant (it should appear as Firefly). The passkey to pair is 1234.
5. Download and install ZTerm and go to Settings->Modem preferences ,choose the modem ("Firefly" or something).
5.Go to Settings->Connection and set the Baud-rate to 9600.
6.Restart both Zterm and the Bluesmirf. Make sure you restart Zterm within 60 seconds after Bluesmirf restarted! The green LED should be on.
7. Command+K (keyboard buffer) allows you to enter commands (within 60 seconds after Bluesmirf restart!!!!!!!!). Enter $$$ first. That switches the modem to command mode. The terminal should return CMD? Next enter SU,96 to set the Baud rate of Bluesmirf to 9600. The terminal should return AOK. Then enter --- (minus three times) and press return. The command mode exits.
8. Exit Zterm. Red LED on, green LED off. By now your computer recognized the Buesmirf, the Baud rate is set to 9600. Try it with Processing or Max MSP! Don't forget to set the Baud-rate in both programs! In Max the serial object should look like this "serial a 9600", where the first argument ('a') is the port. It can be different, however the Baud rate should be the same.
In Processing you should have something like this in the setup function:
arduino = new Arduino(this, Arduino.list(), 9600);
...where [4} is the number of the port (the println function print the available ports). You might want to choose Firefly....tty. If it doesn't work, restart your computer.
This method worked for me. Good luck!