Seeedstudio Bluetooth Bee
I found some example code on a website, this fellow is doing almost exactly what I'm doing, just the information is going from phone to Arduino, not Arduino to phone.

All the code is downloadable, and I've checked it out - I'm going to try the PDE, and see if I can connect from my Mac and U8300.

It also includes constructs for the code I need on the phone side, which was going to be my next question after this one - two for the price of one!

http://ai.kittywolf.net/index.php/BTArduinoLED1

Have a look, its said in the description that (paraphrase) "the initialisation sequence must be done right..." so I can now use this code as a guide.

Hope this helps!

Shane.