When you connect BlueSaab module to the car, there's nothing else you have to do and it should just plug-and-play. In your case, it looks like the car is not recognizing the module. I'd start with the basics:
*) is the module getting power?
*) what LEDs turn on when you connect it to the car?
*) do you see a green LED flashing roughly every second or so?
2001 9-5 SE V6; 2006 9-5 Wagon; iOS; BlueSaab version = "latest and greatest" :)