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Hello Tex,
Thanks for asking.
I don't own a Sony Ericcson 610 myself, but I think that you will most
likely not be able to pair the device from the device's side alone.
You usually will have to use OS X Bluetooth Assistant for this.
Suggestion:
Use the Bluetooth Assistant (launch it through System Preferences or
directly at /System/Library/CoreServices/Bluetooth-Assistant.app) on
your Mac to pair a new keyboard and perform the steps you described on
your mobile when the Bluetooth Assistant searches for devices.
Best regards,
Felix Schwarz