How to get the JY-MCU bt board to work

I have the exact same problem as the people above.

I too have an JY-MCU BT board as found here.

I use the standard SoftwareSerialExample program as found in the Arduino software. I have changed the communication between the JY-MCU and the Arduino to 9600 baud, instead of the 38400 mentioned by orangeLearner.

I then proceed to open up the standard Arduino terminal program, change the baudrate to 57600, and no line ending. I see 'Goodnight moon!'

Then I type 'AT' and press send. An 'OK' returns. All fine and dandy, but other than that AT command, no other AT commands like 'AT+VERSION' work. The module is just sitting there, flashing a red light. My iPhone also can't find any Bluetooth device, no 'Linvor' is showing up.

Can anyone shine a light on this one?