can not connect my iphone4s to mac via bluetooth

Why are you trying to pair the iPhone to the device.

The iPhone is only meant to pair to a computer to use the iPhones 3g Internet service to be thethered to the computer so the computer can access the internet which is explained here.

http://support.apple.com/kb/HT3574 - Hotspot Requirements

.http://support.apple.com/kb/HT4517 - Understanding Personal Hotspots

No. Transfer your contacts to a compatible app on your computer such as Mac Address book or Outlook, then sync to the iPhone. If your contacts are on your old SIM cut it down so it will fit in the iPhone (google for instructions), temporarily put it in the phone and use the Copy contacts from SIM in Settings.

If you could connect your old phone to the computer and transfer the contacts yes, but if not no...

If you go to a AT&T store you should be able to transfer the contacts to a simcard, then bring that over to the phone.

Other than that you would have to re-enter them in Manually