I didn't even try this it with another phone, but when you turn it on, it will automatically turn off, so it shouldn't work, I guess.
Well then you either a) had it on in WinMo before booting Android or b) have an app bashing heads with it like Pandora.
I don't know if BT will ever be stable, but from what I gather it doesn't work so great in WinMo either, so our BT chips could just be crap. Thank you Broadcom & HTC...