Hello and welcome :)
With a cheap BT module such as the HC-07 (search on ebay), you just need to power it with 5VDC and it will be detectable by your phone.
To configure it, the easiest way is to use a USB to Serial adapter: search ebay for "PL2303". It's a little tricky to install it's driver if you use Windows 8 64bits, so PM me if you have problems with it.
You connect the HC-07 to it ( RX to TX, TX to RX, VCC to 5V, GND to GND ) then plug into your computer, then you open the Arduino IDE's Serial Monitor (or any other Serial terminal) on the corresponding Port and at 9600 bauds, and send AT commands.
Default password is 1234, and here is details of the available AT commands for the HC-07:
some chinese vendor:
1, test communications
2, change the Bluetooth serial communication baud rate
Send: AT + BAUD1
Send: AT + BAUD2
1 --------- 1200
2 --------- 2400
3 --------- 4800
4 --------- 9600
5 --------- 19200
6 --------- 38400
7 --------- 57600
8 --------- 115200
9 --------- 230400
A --------- 460800
B --------- 921600
C --------- 1382400
Not recommended for more than 115200 baud rate, signal interference make the system unstable.
Set with more than 115,200 machine is unavailable, use microcontroller programming at higher than 115 200 in order to use this baud rate and re-issued AT command set low baud rate
AT command to set the baud rate, the next power to use without re-set, you can power down to save baud rate.
3, change the Bluetooth name
Send: AT + NAMEname
Returns: the OKname
Parameter name: To set the current name, the Bluetooth name to be searched. 20 characters or less.
Example: Sending AT + NAMEbill_gates
To changed bill_gates Then the Bluetooth name
Parameters can be powered down to save, simply modify the time. PDA-side refresh you can see the Bluetooth name changed.
4, change the Bluetooth passkey
Send: AT + PINxxxx
Returns: the OKsetpin
Parameter xxxx: To set a passcode, 4 bytes, this command can be used from the machine or the host. The slave adapter or mobile phone pops up to enter the passkey window, then manually enter this parameter can be connected to the slave. Host with the master Bluetooth module with digital cameras, digital cameras from the machine, find the password of the camera pair, and then set up the White Bluetooth module, the master Bluetooth module can automatically connect the camera.
Example: Sending AT + PIN8888
At this time the Bluetooth pairing password to 8888, the module at the factory default passkey is 1234.
Parameters can be powered down to save, simply modify the time.
Note that you can also use your Arduino to configure it, but it's more work for you, I don't recommend it.