Bluetooth: After pair without using a code, CreateFile asks for co

I am trying to use a Bluetooth device in Vista Home Premium.
The device does not have a pairing code or any way to enter one.

I use "Add Wireless device" in the Bluetooth Devices control panel.
My device is found and I choose "pair without using a code".

The device pairs OK and its properties show under Services,
Serial port ( SPP) 'AT Serial' COM4

But when I call CreateFile to open COM4, Vista shows a "click here" box
informing me that a device is trying to connect.
When I click the box, I get a dialog asking for the pairing code.

How can I remind Vista to "pair without using a code"?