Just to confirm, which Bluetooth option are you tapping PurPL3? On mine (standard 2.1 ROM) within the Settings menu, I have a 'Bluetooth' menu item, with just a tickbox to turn Bluetooth on and off, and a separate 'Bluetooth Settings' menu.
On mine when I click the turn on Bluetooth checkbox, I get words saying "turning on", then a green tick appears in the checkbox - is that what doesn't happen for you?