At the RRP of £50 these seemed a bit of a luxury, however at the current play.com price of £29.99 I thought I'd give these a go as Sony Ericsson stuff has always been pretty decent quality. (I remember the old Ericsson lazer pointers and bluetooth cars they made for their earlier handsets).
Anyway, you push and hold the bluetooth button, you search for the device just like a headset and pairing is complete. I'm using my Sony Ericsson Blob with my SE W910i from '3' and it works like a dream. Fantastic little speaker to take around with you, great in the kitchen and shower, and ideal for taking around when traveling with work.
The only real downside is I'm using my iPod less... and I always quite liked that!
As for people mentioning compatibility, just make sure your phone can support A2DP and there shouldn't be any problems... Chances are if you have a fairly new decent handset that plays music you'll be set, but it's a feature probably missing from the cheap pay as you go deals.