Hi NJGirl,
Glad that you got it to work with the laptop. There are volume buttons on the headset that you can use to adjust the volume. (Check the image below)
Also, you may click on the audio icon in the system tray and check if you have the option to increase the volume of Bluetooth device. (Check the image below)
Click on the icon shown in the image above and then click on Mixer. You will see Device and Application tab under it. Check if Bluetooth is listed under any one of them and it gives you the option to increase the volume.
Please share the error message that you get while connecting the headset to the Desktop. Also, share the system model and operating system installed.
Hope this helps. Please reply if you have any questions.