If you search for them there are several threads about this problem..I found a sketch for some testing. I think I have a copy but I've never used it so good luck. Apparently it's for the open pilot project of which I know nothing... I downloaded it to test my BT modules easily and quickly... I hope when I get to them.
Okay I did everything and when i upload it, it says
VERIFICATION FAILED!!!, No answer from the BT module
Check your connections and/or baud rate
Entering Command mode, you can now attempt a manual configuration
Did you by any chance remember to swap RX and TX lines? If you connect TX to TX and RX to RX you can have the problem because although they might be 'paired' that is a very low level RF/Data condition where one BT device identifies another via the rf link.