Transfer contacts between iPhone 4 and old feature phone
It's impossible to transfer files via bluetooth between iPhone and other smart phones.You will need to transfer the contacts from your old Samsung SGH-G600 into your computer first, and then sync it to your iPhone 4. I don't know what operating system your computer is running, but normally you can do as the following steps:


Open iTunes
Use USB cable to connect your Samsung to computer, copy the contacts to your iTunes library.
Then plug in your iPhone 4 to computer using the included USB cable, select the content you wanna sync in iTunes under Devices on the left-hand side.
Click Apply, in the lower-right corner of the screen, to sync.


You can find some useful information from apple's support:
http://support.apple.com/kb/HT1386