This is another one of those things which should just work, but well, here goes.
You need to install the package "gnome-bluetooth", and then run the application "bluetooth file sharing" from System>Accessories before your system can receive files sent to it via bluetooth.
Update: 30 Jan 2009
To send files via bluetooth on Ubuntu Intrepid seems to require bonding with the device if you wish to simply right-click a file in the file manager and select “send to”. Sending through the bluetooth applet however seems to work fine.
To bond a bluetooth device, simply right-click the bluetooth icon in your panel and select “Setup new device”. The process works quite flawlessly in this version of ubuntu. Bigbrovar reminded me about the absence of this information.
| Random quote: April 1 This is the day upon which we are reminded of what we are on the other three hundred and sixty-four. — Mark Twain, "Pudd’nhead Wilson’s Calendar"