I wouldn't go that far lol, but been searching around for answers today, and found the following:-
http://www.youtube.com/watch?v=tkEWycAFB0o (a video supporting my theory of needing to enable the device, this shows it being done from the printer screen)
http://www.dealextreme.com/p/super-mini-bl…ompatible-11866 (a dongle claimed to work fine, in vista at least)
My Printer utility for Windows (I wonder if this would help ?)
Now going through the manual here are things I have picked up, see if they fit in with what you are seeing, it may help confirm if you are doing it correctly, although it should be straight forward:-
Plug the dongle into the direct print port (bottom right as you look straight on), it also says "When the Bluetooth unit is properly attached to the printer, the Power lamp on the printer flashes twice" so check if this is so, it also warns to make sure the dongle is not lit when removing it.
Here is something that could be the weak point, BEFORE plugging in the dongle to the printer it says that "MP Drivers must be installed" while connected via its USB cable, if you did not do this it is most likely the missing step, and as a rule of thumb USB devices should have the software installed prior to attaching the device, the times when it needs the device it will tell, you to connect it.
Next you need to access the settings on the printers own LCD, navigate to the Bluetooth menu, and set the "Access refusal Screen" to OFF, now search for Bluetooth devices and initiate a pairing from the PC, prior to this change the pass code, you can set this on the printer, leaving it to the default (probably 0000) means others could access it, (also set the "Security Screen" to Enable, Mode 3 recommended) then on the PC enter the same code when prompted, needless to say do NOT forget this code, all being well you should be able to pair the printer, once paired make sure you set each device as authorised, that way you wont have to do this each time, theoretically once paired you should be able to turn the "Access refusal Screen" to ON.
With any luck this will get you started, as to printing from what I can see just print as you normally would from a document as though connected via cable, just check the printer is showing as the print device before processing, hope something here helps.