We had no problems with the GPS bluetooth device with WM6.1. There are several little settings you have to do for the phone to "see" it properly.
First is delete the device from your phone and start fresh.
Go to Settings and select "beam" and check "Receive all incoming beams"
Next go to External GPS and make sure GPS program port is (none), hardware is (none) and Manage GPS automatically is checked (not sure if it matters too much if it isn't checked) sometimes you ahve to play with that manage part for the phone to connect properly.
Next go into Bluetooth and click on bottom tab "Mode" and make sure both boxes are checked,
Next go to the "Devices" tab and click "Add new device..." (if your GPS is there delete it first)
Once it finds the device enter your code if you need to.
Click on the "COM Ports" tab at bottom and select New Outgoing Port" and I don't remember exactly but there should be a check box for a serial port (it may be in this screen or the one right before) make sure that is checked.
The com port should be COM6
Security tab, I have that section unchecked.
Open your GPS software and pair the device with COM6 let it search and you should be all set.