Bluetooth is a magical technology and by that I mean they're to many little things that can go wrong with it. Such as... Do you have the right version of Bluetooth for you PC or on your Phone? Does it support X protocol stack (I don't know which one it is for file transfer) etc.... It is a hassle with Bluetooth.
If you can send files or pictures from your PC to your phone but not the other way around it is probably because your Bluetooth on your phone doesn't have the file transfer or whatever stack protocol on it.