I got a new Fission BH01 Bluetooth headset and able to work well with Nokia E71 both in audio and microphone. But although I've paired it with my laptop Dell Inspiron running Windows 7, I'm not able to hear anything with this headset.
You probably need to set the headset as the "Default Audio Device." Right click the speaker icon next to the clock and select "Playback devices." A box will pop up listing your available playback devices. You can right click the devices to set them as the default playback and/or communication device.