Bluetooth disconnecting on HTC Touch 3g?

Really frustrating as seems to connect then shows as disconnected. Cannot receive anything from other mobile, so how can I get my bluetooth connection to stay on -new HTC Touch 3G clone? The user manual suggests that if visibility turns off then use "Settings tab and then tap Menu >Bluetooth Devices > Timeout tab." However, this is not an option on the phone. Did receive a mms file that cannot be opened as says settings not right too!