Samsung SYNC SGH-A707

I was playing with my phone at work when a co-worker said they can send a music file to my phone and I can do the same. Well her phone is the Samsung D500 and I was able to get her file no problem. But when I tried to send a song to her from my phone it said sending failed. I have the bluetooth turned on. But no reason as to why? Anybody else has this problem or what am I doing wrong?? Thanks again.