Hi NJGirl,
The Bluetooth adapter and the headset that you are using are third party products and do not need any download from Dell Website to make them work. You already have the software and drivers installed for the Targus Bluetooth adapter and there are no drivers needed for headset to pair it.
If you are not able to get the headset in to Pair Mode by keeping the Call button pressed for long then it has to be an issue with the headset. You may want to look in that.
Hope this helps. Please reply if you have any questions.