First, please make sure the bluetooth device is turned on (Check for: Physical switch, Fn-Key combination, BIOS setting).
Then see if you can identify what sort of device it is. It is likely to be connected to your USB Bus, so post the output of lsusb
My £9 bluetooth USB dongle works just fine with kubuntu 8.84 once I had installed:
and lsmod | grep blu
shows me this:
bluetooth 61028 7 rfcomm,l2cap,hci_usb