Hi,
im also wrestling with Arduino BT...
I want to enable the DTR line, so that arduinoBT can be reset wirelessly.
So far I can only strongly recommend to use a direct connection to the bluettoth module (a wired one!) and test your commands from your computer. (reasons are below)
Its quite easy:
To free the Bluetooth serial lines, the ArdunioBT Board must be in reset state. You can just put a jumper between GND and RESET on the ICSP connector to accomplish this (its the opposit end of pin1 of the ICSP con.).
Then you need another serial device. E.g. an arduino USB board or any usb-serial adapter (with TTL levels) would work.
If you want to use an Arduino USB board, you have to put it also in reset state, like the ArduinoBT above.
Then you simply connect the RX pins from one board with the TX pins form the other and vice versa (digital pins 0 and 1). And don't forget to connect GND between both boards also!
The configuration the bluetooth module has as delivered on ArduinoBTs prevents any configure commands as long as there is any active bluetooth connection. Also the command mode entrance with escape sequences is disabled from my understanding.
See the initialisation sketch http://www.arduino.cc/en/Main/ArduinoBTInitializationSketch.
I think this is a design error of ArduinoBT. One has to enable command mode activation first and the can play really with bluetooth module interaction etc.. They could have enabled at least a specific "enable command mode pin", but this is also disabled with "SET CONTROL ESCAPE - 00 1"
I wish there would be much more precise ArduinoBT documentation. What's about the solder jumpers?
At least SJ1 named "HS" sounds interesting... Is this for Arduino IDE controlled serial buffer sending? (Massimo? 
good luck,
oli
p.s. does anyone know a command to show all current configuration settings of the bluetooth module?