Q: Trouble with bluetooh connection between iPhone 4 and MacBook Air

iPhone does not connect to a Mac using Bluetooth.

Please explain why you are trying this connection -- what are you trying to accomplish?

There is likely a different way to do what you're trying to accomplish.

The only supported connection between an iPhone and a computer is for tethering (hotspot/sharing phone's cellular internet connection) and that is only if it is supported by your cellular plan. More information:

Supported bluetooth profiles: http://support.apple.com/kb/HT3647

Troubleshooting personal hotspot: http://support.apple.com/kb/TS2756