Howdy, welcome to LQ and linux
You need to make sure you have the required Bluetooth stuff installed, FC5 should by default I think. Open up a terminal and run these commands, make sure the Bluetooth adapter is plugged in (obviously):
Before you run the second one, make sure the WinXP laptop is turned on with Bluetooth activated. Post the output, the first one will list any devices on your computer and their address, this will let us know if your adapter is being recognised. The second one will scan the area for other Bluetooth-enabled devices and list them, this should find your WinXP laptop and list it's name and address.
Start with that and once we know your hardware works I can give you some links with how to set up a secure PAN