I just made some different tests with my desire and found a solution (at least for sending photos and videos)
After a clean Boot and the first time to use Bluetooth open HTC photo viewer. While flipping through the pictures you have at the bottom some buttons, one is for sending data via bluetooth. With THIS button i can send photos or videos to other phones.
But when i start for example Astro manager and want to send data with this program it just cracks up and nothing will be send! After this has happened the whole "bluetooth thing" on the Desire does not react anymore
If you want to turn bluetooth off the only solution is to restart the phone and turn off bluetooth afterwards!
To avoid this fault you should not try to send data through other programs except the HTC photo viewer!
Receiving data is never a problem!
Hopefully there will be a patch or so in the near future because this is totally ****! I do not want to only have the possibility to send photos and video