If you want to save a file that you recieve via Bluetooth onto your memory/storage card instead of the default inbox in the main memory, go to this XDA forum thread where a file called DrYAR-Bluetooth is available for download. This software shows the Sender’s name, File name and the File Size as a dialog box. Install it onto your Windows Mobile device. Then open the program and goto Settings where you can specify the folder/card where you want to save the recieved files. Soft reset the device. Now all files that you recieve via Bluetooth will be saved in the folder/card you selected.
This is a great little free utility for Windows Mobile devices. Now I am looking one for my S60 device.