You can do this with the Arduino BT and a PC. You need to set up a BlueTooth serial port on the PC - you need to do this anyway in order to send your program to the Arduino - then you can write code for the arduino that listens for commands coming in on the serial port.
Theer are other bluetooth modules around that can be used with other Arduinos. I bought an Arduino BT for a project, but being honest buying a diecimila and a bluetooth modem may well have been a better solution.
Regards,
Mike