Once you have the firmware installed via USB you might want to upload your code using Bluetooth instead, which is more convenient. You can do this using the following command, as mentioned in the readme (using the Tune sample):
NXJ -b Tune
If you get an error that it can't find the brick, this probably means you need to use the updated version of Bluecove. (We included Bluecove 1.2.2 in the leJOS distribution, but there is a version 2.0 that now works with the Widcomm drivers.) Download the new Bluecove 2.0 jar file from here:
Place it in the \lejos_nxj\3rdparty\lib directory and rename it 'bluecove.jar'.
The first time you use it, your system will ask for the Bluetooth code (a balloon will pop up in Windows - click it). Enter '1234' and you're set for good.
BTW Our next release, which should be out in a few weeks, will include Bluecove 2.0 so you won't have to worry about this anymore.