I have a Sony Vaio VGN-CS3AGH and the Bluetooth does not turn on. When I go to turn on, the window opens and the text says to turn on the hardware switch.
Visit Sony Support website and download the driver for your Bluetooth device and for the function keys. In most of cases, you can not start Bluetooth because the Windows does not know what to do when you press the buttons to start Bluetooth. That's why the driver and software for function keys are required.