If you have a SONY-Ericsson cell phone, definitely you should take a look at this software: FMA.
With an USB bluetooth dongle, I managed to connect a T616 phone to my PC using FMA software. You should upload images or ringtones to the phone, and even games. Using this method, I have installed several JAVA games onto the T616, including a poker game
Anyway, another cool thing FMA can do is to use the joystick on your cell phone to control softwares running on your PC. Imagine your cell phone as a remote to pause a movie, or navigate through your PowerPoint presentations. It is way cool! Try it out. For me, the bluetooth wireless connection works quite well.