Bluetooth...is it really this confusing?

OK...I'm probably going to sound like a dummy, but I am trying to pair up a mobile phone to my MBP via bluetooth. Here's what I do:

I've got the bluetooth icon in my menubar. When I click on it I see my phone. When I click on the phone, it opens up a window where I see the devices on the left bar. Both 'discoverable' and 'on' are checked. The problem is that it says 'not connected'. My bluetooth is turned on on my phone. How do I connect it?

The weird thing is that I have connected it before. I just can't do it now.

The other issue is once you've paired a device up (like I've done with my wife's Macbook)...how do you get it to remember your connection so you don't always have to enter a password or 'make them connect' everytime. I always have to go through a process to pair up and connect a device everytime. And I want to sync my phone. Anyway to have my computer remember to always connect to my phone (if I figure out how to connect it)? I want to know because I want to sync my phone via bluetooth, but I want it to do it automatically, and, obviously, if I have to manually make them connect everytime, that pretty much defeats the purpose.

Hope this makes sense..help mucho appreciated!