I usually do the following:

Make my phone discoverable
Pair it to my laptop
Discover its services
Select File Transfer
Drop the file in the folder
Accept the connection on the phone
Wait for it to download
Appears in my incoming messages list

Via IR is even easier:

Switch my IR on on the phone
Let the laptop find it
Right-click on the file, and select 'Send to > Infrared Recipient'
Accept the connection on the phone
Appears in my incoming messages list

Job's a good 'un....