If you are jailbroken there is a tweak which will enable you to do this. I'm not sure what it is called. Maybe another member can help out by giving you the name of the tweak
Celeste does work perfectly so far on 5.1.1....
I bought this tweak when it was first released....Celeste can be found on CocoaNuts beta repo... I'm not 100% sure but I think only owners of the original Celeste can access the beta repo..
I also own AirBlue Sharing....and this also works flawlessly....for all your bluetooth needs..
To transfer files the phone needs what is called File Transfer Profile or Object Exchange Profile. iPhone does NOT support either of these. (DRM issues I suppose).