JY-MCU is what they call a linvor module on a 4-pin 5V header. That's what I have.
It depends what firmware you have as to how flexible the device is. HC-06 is the one I have, but get HC-06 if you can.
The user manual is herehttp://www.google.com/url?sa=t&rct=j&q=&esrc=s&source=web&cd=2&ved=0CFEQFjAB&url=http%3A%2F%2Fwww.rasmicro.com%2FBluetooth%2FHC%2520Serial%2520Bluetooth%2520Products%2520201104.pdf&ei=IJ3gT_SyCYaR0AWmwZj-DA&usg=AFQjCNGN1VrNEVgopd4IPp726o4s2SEXCw&sig2=w1KZy6WSBH02doYWG5syWQ
or google for HC Serial Bluetooth Products User Instructional Manual
This chap tells you how to upgrade the firmware, but it looks a bit hairy to me!http://byron76.blogspot.co.uk/2011/09/hc05-firmware.html
One last thing: I found a much more useful utility to set up the adapter with AT commands than the putty or hyperterm route... it's calls sscom3e I think - it's covered in Korean writing, but it works quite reliably.