The PDA must have the necessary Bluetooth services installed by the PDA manufacturer. The modem uses Dial-Up Networking, Fax, and Serial services. You should be able to install these services by running the Bluetooth setup wizard in the PDA's operating system.
Another issue is the wireless range. Most PDAs have a Class 2 Bluetooth port/adapter, which has a range of 10 meters (30+ feet), although some PDA's may be Class 3 which reduces that range to 10cm (4 inches). Your PDA documentation should tell you the Bluetooth Class that is supported.
The Bluetooth Modem will work in the US and UK.