Bluetooth share app comes only for WP7.8. Have you received this update yet ? You will be able to send and receive media files from any phone over BT.
2013-01-21 16:38 - edited 2013-01-21 16:44
Bluetooth Share is pre-installed in device firmware upon 510, at least it is upon my 710 running Windows Phone 7.8 which also received an update for this application today.
Is your 510 running firmware ending in .12460 or .12490 in settings > about > more information?
Symbian specialist until 31/01/2013 with interests in Maemo & MeeGo but an aversion to Windows!