Vista - Bluetooth from notebook disconnects from my headset when ...

.... I close the window, which I left open after clicking on the blue/white
Bluetooth icon in the system tray AND I enabling my headset.
Or, in other words:
I use the headset for IP-phone on my notebook, together with X-Lite.
So to use my headset I have to click on the blue-white Bluetooth icon in the
system tray, go to "Audio", where I see my device (only one) and connect to
it.
This works, I see, connected, headset.
Then I also hear the dial tone in my headset. But, as soon as I close the
Bluetooth-Window (either with OK or cancel, does not matter), the dial tone
immediately disappears.
Clicking again on the bluetooth-icon, then "Audio", I see disconnected.

So I need to keep the window open as long as I want to use my headset.
Unfortunately it is not possible to minimize it <g>. I am used to Vista
glitches already ...

Any ideas ?