Turn the other person's bluetooth on and make sure their device is discoverable.
Go to your bluetooth (Menu > Settings > Connection > Bluetooth) and search for devices.
Select your friends device*
Enter the passcode, it is anything but must be same on both devices. (ie: 1234 must be 1234 on other)
Once your devices are paired go to Menu > My Stuff > Audio and select the song you want to send
Select the song and go to Send Via > Bluetooth
Select the device you just paired with previously
It should be sent to the other device
*If you don't know the other device name then you need to go to Menu > Settings > Connection > Bluetooth > My Bluetooth Info and see what it is or you can rename it to something recognizable
Not all these things are exact, ie: Connection could be Connectivity or Send Via > Bluetooth could be Send > Via Bluetooth, but it should be close enough
Hope this helps, email me if you have anymore questions and Happy Holidays
And this will depend on whether the other phone accepts BT file transfers. Not all do, and unless you read the other phone's manual it's almost impossible to know whether it does or not.
---
Kasey C, PC guru since Apple II days
Give me ambiguity or give me something else.