Usually you don't pair the devices before sending or receiving a file over Bluetooth.
For example, if you like to send a picture taken in your phone, open album > open the picture > press on the 'share' icon > select Bluetooth. Search and select the Bluetooth unit you like to send the file to. Accept the file transfer in the receiving unit.
To receive a file via BT in Xperia M you pull down the status bar and accept the incoming file.
