Most likely, the problem is related to the Bluetooth settings. Firstly, start the OBDLink MX application and access its Settings. Check the Bluetooth connectivity and adjust the settings to be permissive. Then go to the phone and access the Bluetooth settings from Settings > Bluetooth. Press the Menu button and set the Bluetooth service to be enabled and the phone to be visible to near devices. After this operation, try to pair them and it should work.