Bluetooth dongle not detected

I bought a bluetooth dongle and plugged it in.

Is anything supposed to show up on the desktop ?

I want to use it along with my Bluetooth headphones to listen to sound without using my plug in headphones.

Does anyone use a bluetooth dongle ?

This the headphones I am using:

Altec Lansing MZX300-BLK Bluetooth Headphone-Black

With 6 hours of battery life and a 33 feet wireless range these headphones will never hold you back. Available in a wide variety of colors-wear a different color everyday to match your mood! Once done listening simply place in the included carry patch and bring along with you. Compatible with Apple, Android, Blackberry, Tablets, and Laptops. The Altec Lansing Bluetooth Headphone – Black Features: Soft padded headband and ear cups which provides hours of easy comfort Includes carry pouch Wireless Bluetooth technology with Voice Confirmation Warm and rich bass sound that brings the best in music Integral microphone with wind cancellation and song navigation / telephony buttons.

And here is the dongle.

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