To be able to connect to your mobile, you firstly have to make sure that phone is properly installed on your PC. This can be easily fixed by installing the PC Suite for your phone or if you have knowledge in such things, install the necessary driver and then reboot your PC, restart the Bulk SMS Sender. Another possibility could be related to the compatibility list between app and phone, whereas some products don't have support for all phones.
After I checked the official website, I've realized that the product isn't supported anymore, therefore I doubt it will work with newer phones.