for bluetooth, when you add you Pre to Win 7, it should diplay it in Devices and Printer. Then you click on it... Just above the devices icon, you should find a "connect using" button, click on it and then click on "access point". It should then connect.
I have the Win7 native bluetooth stack, so it may be different if you installed another bluetooth stack.
I don'know for Vista, but I have a 32 bit and a 64 bit laptops, and it works for both.
for XP, the driver name (for usb) may be different or you may have to download it somewhere.
also, I tested tethering over bluetooth all afternoon and the evdo connexion was rocksolid (which was not the case before 1.4). I was also listening to music with stereo bluetooth headset at the same time without any issues :-)