iPhone bluetooth is locked down. It can only do audio mono and with 3.0 audio stereo. No data transfer, no external devices such as keyboards, nothing. Same goes for 3g, 3gs, ipod touch 1st, 2nd, and 3rd gen. Sorry.
It has to do with the bluetooth stack, and unless someone writes one for cydia, which I'm sure many have tried but none I'm aware of have succeeded, there is no way to do anything else with bluetooth on your iphone. (Technically I believe the iPod+nike thing is bluetooth but I've not had confirmation and I've not read of anyone figuring out how they isolated it.)